+24.2%
HYG vs PRU
+55.3%
-31.1%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -0.4% | 0.0% | -0.3% | -0.4% |
| 30D | +0.4% | +7.9% | -7.6% | -0.4% |
| 3M | -1.8% | +0.9% | -2.7% | -2.0% |
| 6M | -0.7% | +22.4% | -23.1% | -2.9% |
| YTD | +0.3% | +12.7% | -12.4% | -1.2% |
| 1Y | +1.4% | +19.6% | -18.2% | -0.8% |
| All | +24.2% | +55.3% | -31.1% | +16.2% |
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 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