-46.9%
INTU vs PRU
+20.7%
-67.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | -3.9% | -2.8% | -1.1% | -2.9% |
| 30D | +12.0% | +8.5% | +3.5% | +8.7% |
| 3M | +2.3% | +1.7% | +0.6% | +1.2% |
| 6M | -12.1% | +24.8% | -36.8% | -16.6% |
| YTD | -47.5% | +13.3% | -60.8% | -47.8% |
| 1Y | -46.9% | +21.4% | -68.3% | -50.4% |
| All | -46.9% | +20.7% | -67.6% | -50.4% |
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 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