+1,854.8%
JPM vs PRU
+806.6%
+1,048.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.4% |
| 7D | +0.3% | +1.9% | -1.6% | -0.8% |
| 30D | -0.2% | +2.7% | -2.9% | -1.8% |
| 3M | +15.9% | +19.5% | -3.6% | +4.1% |
| 6M | +20.9% | +26.6% | -5.7% | +4.7% |
| YTD | +12.9% | +12.3% | +0.5% | +4.5% |
| 1Y | +20.3% | +18.0% | +2.3% | +7.9% |
| 3Y | +160.9% | +47.0% | +113.9% | +103.9% |
| 5Y | +154.8% | +48.4% | +106.4% | +96.6% |
| 10Y | +591.1% | +142.4% | +448.6% | +285.1% |
| All | +1,854.8% | +806.6% | +1,048.2% | +226.5% |
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