+370.3%
HPE vs PRU
+99.2%
+271.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.7% | -4.3% |
| 7D | +7.9% | +3.6% | +4.2% | +5.5% |
| 30D | -23.5% | +8.9% | -32.3% | -28.0% |
| 3M | -19.1% | +0.2% | -19.3% | -19.9% |
| 6M | +51.4% | +23.7% | +27.7% | +30.1% |
| YTD | +103.4% | +13.7% | +89.7% | +83.1% |
| 1Y | +114.4% | +20.6% | +93.8% | +85.7% |
| 3Y | +224.7% | +56.3% | +168.3% | +136.0% |
| 5Y | +277.8% | +42.3% | +235.4% | +188.3% |
| All | +370.3% | +99.2% | +271.0% | +180.4% |
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 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