+19.6%
HPQ vs PRU
+56.8%
-37.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.7% | +1.1% |
| 7D | +3.2% | +3.6% | -0.5% | +1.1% |
| 30D | -3.6% | +8.9% | -12.5% | -8.0% |
| 3M | -5.3% | +0.2% | -5.5% | -5.6% |
| 6M | +41.1% | +23.7% | +17.4% | +25.3% |
| YTD | +36.9% | +13.7% | +23.1% | +26.9% |
| 1Y | +23.5% | +20.6% | +2.9% | +10.3% |
| 3Y | +19.6% | +56.3% | -36.7% | -13.3% |
| All | +19.6% | +56.8% | -37.2% | -13.3% |
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