+12.2%
KEY vs PRU
+36.1%
-23.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +2.2% |
| 7D | -1.3% | +2.4% | -3.7% | -4.1% |
| 30D | +5.1% | +6.1% | -1.0% | -1.7% |
| 3M | -7.1% | -0.7% | -6.4% | -7.1% |
| 6M | -4.4% | +22.1% | -26.4% | -23.6% |
| YTD | +4.0% | +9.8% | -5.8% | -8.2% |
| 1Y | +23.4% | +19.4% | +4.1% | -1.0% |
| 3Y | +113.9% | +50.4% | +63.5% | +25.5% |
| All | +12.2% | +36.1% | -23.9% | -25.5% |
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 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