+89.1%
JBL vs PRU
+46.4%
+42.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +2.2% |
| 7D | -12.3% | +2.4% | -14.7% | -13.3% |
| 30D | -20.2% | +6.1% | -26.3% | -22.5% |
| 3M | -30.6% | -0.7% | -29.9% | -30.6% |
| 6M | -35.8% | +22.1% | -57.8% | -42.3% |
| YTD | +4.9% | +9.8% | -4.8% | -1.3% |
| 1Y | +11.3% | +19.4% | -8.0% | -0.2% |
| 3Y | +89.1% | +50.4% | +38.7% | +55.8% |
| All | +89.1% | +46.4% | +42.7% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling