+495.9%
HPE vs PRU
+139.4%
+356.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.2% | +9.9% | +9.1% |
| 7D | +10.1% | +1.9% | +8.2% | +8.8% |
| 30D | +5.3% | -0.4% | +5.7% | +5.5% |
| 3M | +12.7% | +16.4% | -3.7% | +1.6% |
| 6M | +167.7% | +26.0% | +141.6% | +128.8% |
| YTD | +135.5% | +9.9% | +125.5% | +118.7% |
| 1Y | +143.4% | +18.8% | +124.6% | +115.3% |
| 3Y | +249.2% | +45.3% | +203.8% | +168.9% |
| 5Y | +343.8% | +45.6% | +298.3% | +237.7% |
| 10Y | +495.9% | +139.6% | +356.3% | +235.5% |
| All | +495.9% | +139.4% | +356.5% | +235.5% |
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