+32.2%
JD vs PRU
+102.7%
-70.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +0.4% | -2.8% | +3.3% | +1.3% |
| 30D | +4.2% | +8.5% | -4.3% | +1.1% |
| 3M | -12.8% | +1.7% | -14.5% | -13.6% |
| 6M | -8.8% | +24.8% | -33.5% | -16.0% |
| YTD | +0.5% | +13.3% | -12.8% | -4.6% |
| 1Y | -8.8% | +21.4% | -30.1% | -15.5% |
| 3Y | +18.6% | +54.8% | -36.2% | -1.2% |
| 5Y | -62.2% | +42.4% | -104.6% | -67.8% |
| 10Y | +32.2% | +98.4% | -66.2% | +5.2% |
| All | +32.2% | +102.7% | -70.5% | +5.2% |
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