+13,507.3%
GOOGL vs PRU
+464.0%
+13,043.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -0.8% |
| 7D | -2.3% | +1.9% | -4.1% | -2.8% |
| 30D | -6.6% | +2.7% | -9.3% | -7.3% |
| 3M | -8.9% | +19.5% | -28.4% | -13.5% |
| 6M | +11.9% | +26.6% | -14.8% | +4.5% |
| YTD | +8.3% | +12.3% | -4.0% | +4.4% |
| 1Y | +46.2% | +18.0% | +28.2% | +38.8% |
| 3Y | +151.9% | +47.0% | +104.8% | +122.9% |
| 5Y | +137.7% | +48.4% | +89.3% | +108.6% |
| 10Y | +757.6% | +142.4% | +615.1% | +524.5% |
| All | +13,507.3% | +464.0% | +13,043.3% | +7,031.3% |
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 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