+143.4%
HPE vs PRU
+19.3%
+124.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.2% | +9.9% | +8.7% |
| 7D | +10.1% | +1.9% | +8.2% | +9.2% |
| 30D | +5.3% | -0.4% | +5.7% | +5.5% |
| 3M | +12.7% | +16.4% | -3.7% | +4.1% |
| 6M | +167.7% | +26.0% | +141.6% | +135.3% |
| YTD | +135.5% | +9.9% | +125.5% | +123.9% |
| 1Y | +143.4% | +18.8% | +124.6% | +109.1% |
| All | +143.4% | +19.3% | +124.1% | +109.1% |
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