+62.2%
INTC vs PRU
+55.3%
+6.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.8% |
| 7D | +17.1% | 0.0% | +17.2% | +17.0% |
| 30D | -40.5% | +7.9% | -48.4% | -43.6% |
| 3M | -39.4% | +0.9% | -40.3% | -40.1% |
| 6M | -49.3% | +22.4% | -71.6% | -57.2% |
| YTD | +65.9% | +12.7% | +53.2% | +48.2% |
| 1Y | +61.5% | +19.6% | +41.9% | +36.5% |
| All | +62.2% | +55.3% | +6.9% | +23.7% |
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