+365.4%
HPE vs PRU
+115.4%
+250.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.4% | +3.8% | +4.7% |
| 7D | -7.1% | +3.2% | -10.3% | -9.1% |
| 30D | -35.3% | +7.9% | -43.2% | -38.8% |
| 3M | -10.4% | +1.8% | -12.2% | -12.3% |
| 6M | +52.5% | +24.1% | +28.3% | +30.8% |
| YTD | +100.3% | +12.4% | +87.9% | +81.8% |
| 1Y | +106.4% | +20.9% | +85.5% | +78.6% |
| 3Y | +227.4% | +55.5% | +171.9% | +139.1% |
| 5Y | +250.6% | +42.7% | +207.9% | +167.5% |
| 10Y | +365.4% | +106.1% | +259.2% | +192.2% |
| All | +365.4% | +115.4% | +250.0% | +192.2% |
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