+415.8%
INTC vs PRU
+806.6%
-390.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.0% | +5.5% | +4.8% |
| 7D | +7.1% | +1.9% | +5.2% | +6.4% |
| 30D | -5.2% | +2.7% | -7.9% | -6.1% |
| 3M | -14.3% | +19.5% | -33.8% | -19.9% |
| 6M | +110.2% | +26.6% | +83.5% | +92.4% |
| YTD | +159.6% | +12.3% | +147.3% | +147.1% |
| 1Y | +289.3% | +18.0% | +271.2% | +263.3% |
| 3Y | +166.1% | +47.0% | +119.0% | +133.5% |
| 5Y | +94.4% | +48.4% | +45.9% | +68.9% |
| 10Y | +227.7% | +142.4% | +85.3% | +131.0% |
| All | +415.8% | +806.6% | -390.8% | +36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling