+120.7%
GOOGL vs PRU
+46.4%
+74.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.6% |
| 7D | +1.8% | +2.4% | -0.6% | +1.0% |
| 30D | -18.8% | +6.1% | -24.9% | -20.4% |
| 3M | -20.3% | -0.7% | -19.6% | -20.3% |
| 6M | -28.4% | +22.1% | -50.4% | -33.2% |
| YTD | -8.8% | +9.8% | -18.6% | -12.2% |
| 1Y | +0.3% | +19.4% | -19.1% | -6.3% |
| 3Y | +120.7% | +50.4% | +70.4% | +100.4% |
| All | +120.7% | +46.4% | +74.3% | +100.4% |
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 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