-8.8%
JD vs PRU
+20.7%
-29.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +0.4% | -2.8% | +3.3% | +1.0% |
| 30D | +4.2% | +8.5% | -4.3% | +2.1% |
| 3M | -12.8% | +1.7% | -14.5% | -13.4% |
| 6M | -8.8% | +24.8% | -33.5% | -14.4% |
| YTD | +0.5% | +13.3% | -12.8% | -2.9% |
| 1Y | -8.8% | +21.4% | -30.1% | -12.5% |
| All | -8.8% | +20.7% | -29.5% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling