+55.2%
HYG vs PRU
+138.7%
-83.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.6% |
| 7D | -0.7% | -3.8% | +3.1% | -0.2% |
| 30D | -0.6% | -2.0% | +1.4% | -0.3% |
| 3M | +0.4% | +14.0% | -13.5% | -1.6% |
| 6M | +1.2% | +27.2% | -26.0% | -2.6% |
| YTD | +1.5% | +9.1% | -7.6% | -0.2% |
| 1Y | +3.2% | +18.1% | -14.9% | +0.2% |
| 3Y | +25.9% | +44.3% | -18.4% | +17.3% |
| 5Y | +18.6% | +45.7% | -27.1% | +9.2% |
| All | +55.2% | +138.7% | -83.4% | +25.2% |
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