-61.3%
JD vs PRU
+48.6%
-109.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +2.3% |
| 7D | -1.7% | +1.9% | -3.5% | -2.5% |
| 30D | -13.2% | +2.7% | -15.9% | -14.4% |
| 3M | -3.2% | +19.5% | -22.6% | -11.1% |
| 6M | +15.2% | +26.6% | -11.4% | +2.6% |
| YTD | +2.0% | +12.3% | -10.4% | -4.1% |
| 1Y | -5.4% | +18.0% | -23.4% | -13.4% |
| 3Y | -9.1% | +47.0% | -56.1% | -29.6% |
| All | -61.3% | +48.6% | -109.8% | -70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling