-57.1%
JD vs PRU
+36.1%
-93.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.3% | +2.8% |
| 7D | +13.4% | +2.4% | +11.0% | +12.0% |
| 30D | +7.7% | +6.1% | +1.6% | +4.7% |
| 3M | -11.3% | -0.7% | -10.5% | -11.4% |
| 6M | -5.1% | +22.1% | -27.2% | -14.0% |
| YTD | +5.0% | +9.8% | -4.7% | -0.3% |
| 1Y | -5.6% | +19.4% | -25.0% | -14.1% |
| 3Y | +17.8% | +50.4% | -32.6% | -10.0% |
| All | -57.1% | +36.1% | -93.3% | -66.0% |
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 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