+1,447.6%
JBL vs PRU
+139.4%
+1,308.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.7% | +1.8% |
| 7D | +4.4% | +1.9% | +2.5% | +3.2% |
| 30D | -8.4% | -0.4% | -8.0% | -8.3% |
| 3M | -14.2% | +16.4% | -30.6% | -22.0% |
| 6M | +29.6% | +26.0% | +3.6% | +12.0% |
| YTD | +37.1% | +9.9% | +27.2% | +27.8% |
| 1Y | +49.5% | +18.8% | +30.7% | +32.6% |
| 3Y | +192.7% | +45.3% | +147.3% | +126.3% |
| 5Y | +411.3% | +45.6% | +365.8% | +289.9% |
| 10Y | +1,447.6% | +139.6% | +1,308.0% | +705.6% |
| All | +1,447.6% | +139.4% | +1,308.2% | +705.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling