+11,408.7%
GOOG vs PRU
+469.9%
+10,938.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | +2.4% | +3.8% | -1.4% | +1.3% |
| 30D | -18.1% | +9.0% | -27.1% | -20.2% |
| 3M | -19.9% | +2.1% | -22.0% | -20.5% |
| 6M | -28.2% | +25.4% | -53.6% | -32.8% |
| YTD | -9.0% | +13.5% | -22.5% | -12.7% |
| 1Y | -1.7% | +21.3% | -23.0% | -7.5% |
| 3Y | +114.5% | +55.1% | +59.4% | +86.7% |
| 5Y | +96.2% | +43.6% | +52.6% | +73.5% |
| 10Y | +654.4% | +99.2% | +555.1% | +476.8% |
| All | +11,408.7% | +469.9% | +10,938.8% | +5,901.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling