+498.2%
HCA vs PRU
+140.2%
+358.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.7% | +1.1% |
| 7D | +5.4% | -2.3% | +7.7% | +6.5% |
| 30D | +3.0% | -1.7% | +4.7% | +3.7% |
| 3M | +13.0% | +13.2% | -0.2% | +6.7% |
| 6M | -20.3% | +28.8% | -49.0% | -29.1% |
| YTD | -8.2% | +9.8% | -18.0% | -12.7% |
| 1Y | +6.7% | +17.4% | -10.7% | -1.9% |
| 3Y | +60.4% | +44.9% | +15.5% | +29.2% |
| 5Y | +73.4% | +46.6% | +26.8% | +36.6% |
| All | +498.2% | +140.2% | +358.0% | +305.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling