+28.9%
JD vs PRU
+115.4%
-86.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -3.3% |
| 7D | +7.9% | +3.2% | +4.7% | +6.6% |
| 30D | +4.8% | +7.9% | -3.2% | +1.9% |
| 3M | -13.9% | +1.8% | -15.7% | -14.8% |
| 6M | -5.8% | +24.1% | -29.9% | -13.1% |
| YTD | +2.4% | +12.4% | -10.0% | -2.5% |
| 1Y | -7.5% | +20.9% | -28.5% | -14.3% |
| 3Y | +20.9% | +55.5% | -34.6% | +0.7% |
| 5Y | -58.0% | +42.7% | -100.7% | -64.2% |
| 10Y | +28.9% | +106.1% | -77.3% | +11.9% |
| All | +28.9% | +115.4% | -86.5% | +11.9% |
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