+93.4%
GOOG vs PRU
+41.4%
+52.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.6% | -0.2% |
| 7D | +2.9% | +3.2% | -0.3% | +1.5% |
| 30D | -17.8% | +7.9% | -25.7% | -20.6% |
| 3M | -19.0% | +1.8% | -20.8% | -19.9% |
| 6M | -27.9% | +24.1% | -52.0% | -34.6% |
| YTD | -8.7% | +12.4% | -21.0% | -13.9% |
| 1Y | +2.5% | +20.9% | -18.4% | -6.6% |
| 3Y | +119.2% | +55.5% | +63.8% | +71.0% |
| 5Y | +93.4% | +42.7% | +50.8% | +59.2% |
| All | +93.4% | +41.4% | +52.0% | +59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling