+116.4%
HPE vs PRU
+27.9%
+88.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +6.6% | -12.3% | -6.3% |
| 7D | -17.0% | +9.8% | -26.7% | -18.0% |
| 30D | -26.7% | +11.6% | -38.3% | -28.0% |
| 3M | -4.1% | +3.7% | -7.8% | -3.6% |
| 6M | +75.4% | +33.0% | +42.5% | +59.4% |
| YTD | +111.0% | +16.6% | +94.4% | +100.4% |
| 1Y | +116.4% | +26.9% | +89.5% | +80.4% |
| All | +116.4% | +27.9% | +88.6% | +80.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling