+236.5%
INTC vs PRU
+814.1%
-577.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.2% | +7.7% | +7.6% |
| 7D | +7.3% | -2.8% | +10.1% | +8.4% |
| 30D | -38.3% | +8.5% | -46.8% | -40.3% |
| 3M | -36.0% | +1.7% | -37.8% | -36.7% |
| 6M | -51.7% | +24.8% | -76.5% | -55.8% |
| YTD | +69.4% | +13.3% | +56.1% | +60.0% |
| 1Y | +65.0% | +21.4% | +43.6% | +52.0% |
| 3Y | +63.0% | +54.8% | +8.2% | +40.1% |
| 5Y | +33.4% | +42.4% | -9.0% | +17.0% |
| 10Y | +121.2% | +98.4% | +22.8% | +65.0% |
| All | +236.5% | +814.1% | -577.6% | -11.7% |
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 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