+1,150.1%
JBL vs PRU
+107.2%
+1,042.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.7% |
| 7D | -8.1% | +3.8% | -11.8% | -10.2% |
| 30D | -18.4% | +9.0% | -27.5% | -22.9% |
| 3M | -25.8% | +2.1% | -27.9% | -27.2% |
| 6M | -29.6% | +25.4% | -55.0% | -39.2% |
| YTD | +9.6% | +13.5% | -3.9% | -0.3% |
| 1Y | +14.1% | +21.3% | -7.3% | -0.4% |
| 3Y | +95.9% | +55.1% | +40.8% | +44.7% |
| 5Y | +298.3% | +43.6% | +254.8% | +204.4% |
| 10Y | +1,150.1% | +99.2% | +1,050.8% | +624.6% |
| All | +1,150.1% | +107.2% | +1,042.9% | +624.6% |
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