+135.3%
JPM vs PRU
+42.1%
+93.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.4% |
| 7D | +3.5% | +3.6% | -0.1% | +1.1% |
| 30D | +3.3% | +8.9% | -5.6% | -2.4% |
| 3M | -4.2% | +0.2% | -4.4% | -4.5% |
| 6M | +16.4% | +23.7% | -7.3% | +0.7% |
| YTD | +9.5% | +13.7% | -4.2% | -0.5% |
| 1Y | +14.0% | +20.6% | -6.6% | -0.5% |
| 3Y | +153.1% | +56.3% | +96.7% | +81.8% |
| All | +135.3% | +42.1% | +93.2% | +78.9% |
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