+21.3%
HPQ vs PRU
+27.9%
-6.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +6.6% | -0.7% | +3.4% |
| 7D | -7.8% | +9.8% | -17.5% | -10.9% |
| 30D | -4.9% | +11.6% | -16.5% | -8.5% |
| 3M | +4.9% | +3.7% | +1.2% | +3.1% |
| 6M | +47.1% | +33.0% | +14.1% | +36.8% |
| YTD | +39.5% | +16.6% | +22.9% | +36.3% |
| 1Y | +21.3% | +26.9% | -5.7% | +4.7% |
| All | +21.3% | +27.9% | -6.6% | +4.7% |
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