+54.3%
JD vs PRU
+156.7%
-102.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +2.2% |
| 7D | -1.7% | +1.9% | -3.5% | -2.4% |
| 30D | -13.2% | +2.7% | -15.9% | -14.1% |
| 3M | -3.2% | +19.5% | -22.6% | -9.6% |
| 6M | +15.2% | +26.6% | -11.4% | +5.0% |
| YTD | +2.0% | +12.3% | -10.4% | -3.0% |
| 1Y | -5.4% | +18.0% | -23.4% | -11.9% |
| 3Y | -9.1% | +47.0% | -56.1% | -23.4% |
| 5Y | -59.6% | +48.4% | -108.0% | -66.3% |
| 10Y | +26.2% | +142.4% | -116.2% | -20.0% |
| All | +54.3% | +156.7% | -102.3% | +2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling