+12.9%
KEY vs PRU
+38.4%
-25.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | +0.6% |
| 7D | -2.5% | +4.8% | -7.2% | -7.4% |
| 30D | +4.1% | +7.9% | -3.8% | -4.3% |
| 3M | -8.4% | +3.1% | -11.4% | -11.8% |
| 6M | -2.3% | +25.2% | -27.5% | -23.9% |
| YTD | +4.6% | +12.7% | -8.2% | -10.1% |
| 1Y | +24.6% | +23.5% | +1.1% | -3.5% |
| 3Y | +112.8% | +50.6% | +62.2% | +25.4% |
| 5Y | +12.9% | +40.9% | -27.9% | -27.0% |
| All | +12.9% | +38.4% | -25.5% | -27.0% |
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