+117.9%
KEY vs PRU
+115.4%
+2.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +2.0% |
| 7D | -1.3% | +2.4% | -3.7% | -3.9% |
| 30D | +5.1% | +6.1% | -1.0% | -1.2% |
| 3M | -7.1% | -0.7% | -6.4% | -7.0% |
| 6M | -4.4% | +22.1% | -26.4% | -22.0% |
| YTD | +4.0% | +9.8% | -5.8% | -7.2% |
| 1Y | +23.4% | +19.4% | +4.1% | +1.4% |
| 3Y | +113.9% | +50.4% | +63.5% | +39.2% |
| 5Y | +12.3% | +37.2% | -24.8% | -16.9% |
| All | +117.9% | +115.4% | +2.5% | +2.2% |
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