+57.4%
INTC vs PRU
+27.9%
+29.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +6.6% | -10.3% | -3.0% |
| 7D | -39.0% | +9.8% | -48.8% | -38.4% |
| 30D | -49.8% | +11.6% | -61.4% | -49.3% |
| 3M | -42.2% | +3.7% | -45.9% | -41.5% |
| 6M | -39.2% | +33.0% | -72.1% | -41.7% |
| YTD | +57.9% | +16.6% | +41.3% | +51.4% |
| 1Y | +57.4% | +26.9% | +30.4% | +46.8% |
| All | +57.4% | +27.9% | +29.5% | +46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling