+506.0%
JPM vs PRU
+115.4%
+390.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +0.7% |
| 7D | +0.4% | +3.2% | -2.7% | -1.7% |
| 30D | +2.7% | +7.9% | -5.2% | -2.6% |
| 3M | -3.8% | +1.8% | -5.6% | -5.2% |
| 6M | +14.3% | +24.1% | -9.8% | -1.9% |
| YTD | +8.2% | +12.4% | -4.2% | -1.4% |
| 1Y | +11.0% | +20.9% | -9.9% | -3.9% |
| 3Y | +152.7% | +55.5% | +97.2% | +80.9% |
| 5Y | +130.8% | +42.7% | +88.2% | +72.7% |
| 10Y | +506.0% | +106.1% | +399.8% | +206.6% |
| All | +506.0% | +115.4% | +390.6% | +206.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling