+123.6%
HOOD vs PRU
+56.5%
+67.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -5.1% |
| 7D | -3.8% | +3.6% | -7.4% | -6.8% |
| 30D | -23.0% | +8.9% | -31.8% | -28.9% |
| 3M | -21.6% | +0.2% | -21.8% | -21.9% |
| 6M | +1.4% | +23.7% | -22.3% | -17.1% |
| YTD | -31.2% | +13.7% | -44.9% | -39.1% |
| 1Y | -35.9% | +20.6% | -56.6% | -46.5% |
| 3Y | +836.9% | +56.3% | +780.6% | +566.0% |
| 5Y | +121.1% | +42.3% | +78.8% | +67.4% |
| All | +123.6% | +56.5% | +67.1% | +100.2% |
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