+138.4%
HON vs PRU
+139.4%
-1.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.4% |
| 7D | -0.8% | +1.9% | -2.7% | -1.8% |
| 30D | -15.2% | -0.4% | -14.7% | -15.1% |
| 3M | -6.0% | +16.4% | -22.4% | -13.0% |
| 6M | -14.9% | +26.0% | -40.9% | -24.5% |
| YTD | +3.2% | +9.9% | -6.8% | -2.6% |
| 1Y | 0.0% | +18.8% | -18.7% | -9.4% |
| 3Y | +21.5% | +45.4% | -23.9% | -2.7% |
| 5Y | +4.0% | +45.6% | -41.5% | -18.6% |
| 10Y | +138.4% | +139.6% | -1.2% | +33.2% |
| All | +138.4% | +139.4% | -1.0% | +33.2% |
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 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