+56.4%
JD vs PRU
+157.6%
-101.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.3% | +6.6% | +4.5% |
| 7D | +11.7% | +4.8% | +7.0% | +9.7% |
| 30D | +8.1% | +7.9% | +0.2% | +5.0% |
| 3M | -12.0% | +3.1% | -15.1% | -13.2% |
| 6M | -3.5% | +25.2% | -28.7% | -11.7% |
| YTD | +3.3% | +12.7% | -9.4% | -2.0% |
| 1Y | -7.4% | +23.5% | -30.9% | -15.2% |
| 3Y | +16.6% | +50.6% | -34.0% | -2.9% |
| 5Y | -57.9% | +40.9% | -98.7% | -64.3% |
| 10Y | +32.6% | +125.5% | -92.8% | -12.7% |
| All | +56.4% | +157.6% | -101.2% | +3.0% |
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