+155.3%
JPM vs PRU
+48.6%
+106.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.3% |
| 7D | +0.3% | +1.9% | -1.6% | -1.0% |
| 30D | -0.2% | +2.7% | -2.9% | -2.0% |
| 3M | +15.9% | +19.5% | -3.6% | +2.7% |
| 6M | +20.9% | +26.6% | -5.7% | +2.8% |
| YTD | +12.9% | +12.3% | +0.5% | +3.5% |
| 1Y | +20.3% | +18.0% | +2.3% | +6.4% |
| 3Y | +160.9% | +47.0% | +113.9% | +95.2% |
| All | +155.3% | +48.6% | +106.7% | +86.1% |
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