+3.0%
GOOG vs PRU
+20.5%
-17.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | +4.8% | 0.0% | +4.9% | +4.8% |
| 30D | -15.5% | +7.9% | -23.4% | -17.0% |
| 3M | -13.7% | +0.9% | -14.6% | -13.7% |
| 6M | -23.0% | +22.4% | -45.3% | -26.5% |
| YTD | -5.7% | +12.7% | -18.4% | -8.8% |
| 1Y | +3.0% | +19.6% | -16.6% | -0.4% |
| All | +3.0% | +20.5% | -17.4% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling