-3.5%
IR vs PRU
+19.0%
-22.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.7% |
| 7D | -2.8% | +1.9% | -4.7% | -3.6% |
| 30D | -15.1% | +2.7% | -17.9% | -16.1% |
| 3M | +6.1% | +19.5% | -13.4% | -1.5% |
| 6M | -16.8% | +26.6% | -43.5% | -24.9% |
| YTD | -3.5% | +12.3% | -15.9% | -9.6% |
| 1Y | -3.5% | +18.0% | -21.5% | -11.7% |
| All | -3.5% | +19.0% | -22.5% | -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 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