+507.6%
HPQ vs PRU
+806.6%
-298.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.6% |
| 7D | +6.9% | +1.9% | +5.1% | +6.2% |
| 30D | +14.4% | +2.7% | +11.7% | +13.3% |
| 3M | +25.6% | +19.5% | +6.2% | +18.1% |
| 6M | +75.0% | +26.6% | +48.4% | +60.6% |
| YTD | +50.7% | +12.3% | +38.3% | +43.8% |
| 1Y | +18.7% | +18.0% | +0.6% | +11.4% |
| 3Y | +21.5% | +47.0% | -25.5% | +5.6% |
| 5Y | +31.6% | +48.4% | -16.9% | +13.8% |
| 10Y | +216.1% | +142.4% | +73.6% | +126.7% |
| All | +507.6% | +806.6% | -298.9% | +82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling