+26.3%
HYG vs PRU
+42.2%
-16.0%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | -0.2% | -1.9% | +1.7% | 0.0% |
| 30D | -0.1% | -2.6% | +2.5% | +0.2% |
| 3M | +0.7% | +14.7% | -14.0% | -0.9% |
| 6M | +1.5% | +25.7% | -24.2% | -1.1% |
| YTD | +1.9% | +8.3% | -6.3% | +0.9% |
| 1Y | +3.7% | +17.3% | -13.6% | +1.6% |
| All | +26.3% | +42.2% | -16.0% | +18.5% |
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