+1,658.7%
HCA vs PRU
+259.8%
+1,398.9%
-54.7%
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% | -0.6% |
| 7D | -3.1% | +1.9% | -4.9% | -3.9% |
| 30D | -1.1% | +2.7% | -3.9% | -2.4% |
| 3M | +12.2% | +19.5% | -7.3% | +3.6% |
| 6M | -25.3% | +26.6% | -52.0% | -33.0% |
| YTD | -12.9% | +12.3% | -25.3% | -18.0% |
| 1Y | -0.9% | +18.0% | -19.0% | -9.0% |
| 3Y | +47.6% | +47.0% | +0.6% | +19.1% |
| 5Y | +67.0% | +48.4% | +18.5% | +32.0% |
| 10Y | +471.4% | +142.4% | +329.0% | +232.2% |
| All | +1,658.7% | +259.8% | +1,398.9% | +686.2% |
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