+198.9%
HPQ vs PRU
+139.4%
+59.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.3% | -3.3% |
| 7D | -0.5% | +1.9% | -2.4% | -1.5% |
| 30D | +3.7% | -0.4% | +4.2% | +3.9% |
| 3M | +24.3% | +16.4% | +7.9% | +14.3% |
| 6M | +64.8% | +26.0% | +38.7% | +44.0% |
| YTD | +43.9% | +9.9% | +34.0% | +35.2% |
| 1Y | +11.7% | +18.8% | -7.1% | +0.6% |
| 3Y | +19.7% | +45.3% | -25.7% | -4.7% |
| 5Y | +32.2% | +45.6% | -13.3% | +4.1% |
| 10Y | +198.9% | +139.6% | +59.3% | +78.0% |
| All | +198.9% | +139.4% | +59.6% | +78.0% |
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