+225.0%
HPE vs PRU
+50.2%
+174.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -3.9% |
| 7D | -0.6% | +1.9% | -2.5% | -1.7% |
| 30D | -2.3% | +2.7% | -5.0% | -3.9% |
| 3M | -2.9% | +19.5% | -22.3% | -14.1% |
| 6M | +143.6% | +26.6% | +116.9% | +106.5% |
| YTD | +118.5% | +12.3% | +106.2% | +100.4% |
| 1Y | +129.2% | +18.0% | +111.2% | +102.4% |
| All | +225.0% | +50.2% | +174.8% | +135.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling