+435.0%
HPQ vs PRU
+785.9%
-350.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -2.4% |
| 7D | -1.1% | +2.4% | -3.5% | -1.9% |
| 30D | -11.7% | +6.1% | -17.8% | -13.5% |
| 3M | +2.0% | -0.7% | +2.7% | +2.2% |
| 6M | +35.9% | +22.1% | +13.8% | +26.7% |
| YTD | +32.7% | +9.8% | +22.9% | +27.7% |
| 1Y | +14.3% | +19.4% | -5.1% | +6.9% |
| 3Y | +17.8% | +50.4% | -32.5% | +1.8% |
| 5Y | +7.6% | +37.2% | -29.6% | -4.4% |
| 10Y | +171.7% | +119.5% | +52.2% | +101.0% |
| All | +435.0% | +785.9% | -350.9% | +62.0% |
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 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