+13,444.1%
GOOG vs PRU
+464.0%
+12,980.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.8% |
| 7D | -2.1% | +1.9% | -4.0% | -2.6% |
| 30D | -6.8% | +2.7% | -9.6% | -7.5% |
| 3M | -9.1% | +19.5% | -28.5% | -13.6% |
| 6M | +10.7% | +26.6% | -15.9% | +3.4% |
| YTD | +7.1% | +12.3% | -5.3% | +3.2% |
| 1Y | +44.6% | +18.0% | +26.6% | +37.2% |
| 3Y | +147.4% | +47.0% | +100.4% | +118.9% |
| 5Y | +133.8% | +48.4% | +85.4% | +105.2% |
| 10Y | +777.5% | +142.4% | +635.1% | +538.8% |
| All | +13,444.1% | +464.0% | +12,980.1% | +6,997.7% |
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