+372.4%
HPE vs PRU
+107.2%
+265.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.2% |
| 7D | -9.7% | +3.8% | -13.5% | -12.0% |
| 30D | -34.8% | +9.0% | -43.8% | -38.7% |
| 3M | -12.1% | +2.1% | -14.3% | -14.1% |
| 6M | +53.7% | +25.4% | +28.3% | +31.0% |
| YTD | +101.9% | +13.5% | +88.4% | +82.0% |
| 1Y | +104.3% | +21.3% | +83.0% | +76.4% |
| 3Y | +223.1% | +55.1% | +167.9% | +136.1% |
| 5Y | +249.2% | +43.6% | +205.6% | +165.1% |
| 10Y | +372.4% | +99.2% | +273.2% | +188.6% |
| All | +372.4% | +107.2% | +265.2% | +188.6% |
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