+119.2%
GOOG vs PRU
+55.2%
+64.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.6% | 0.0% |
| 7D | +2.9% | +3.2% | -0.3% | +1.8% |
| 30D | -17.8% | +7.9% | -25.7% | -19.9% |
| 3M | -19.0% | +1.8% | -20.8% | -19.6% |
| 6M | -27.9% | +24.1% | -52.0% | -33.1% |
| YTD | -8.7% | +12.4% | -21.0% | -12.7% |
| 1Y | +2.5% | +20.9% | -18.4% | -4.6% |
| 3Y | +119.2% | +55.5% | +63.8% | +87.3% |
| All | +119.2% | +55.2% | +64.1% | +87.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling