+32.5%
JD vs PRU
+107.2%
-74.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.3% | -0.6% |
| 7D | +5.2% | +3.8% | +1.4% | +3.7% |
| 30D | +4.5% | +9.0% | -4.5% | +1.2% |
| 3M | -15.4% | +2.1% | -17.6% | -16.3% |
| 6M | -6.0% | +25.4% | -31.4% | -13.7% |
| YTD | +2.2% | +13.5% | -11.4% | -3.1% |
| 1Y | -6.7% | +21.3% | -28.0% | -13.6% |
| 3Y | +20.5% | +55.1% | -34.6% | +0.4% |
| 5Y | -58.4% | +43.6% | -102.0% | -64.6% |
| 10Y | +32.5% | +99.2% | -66.8% | +8.0% |
| All | +32.5% | +107.2% | -74.7% | +8.0% |
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