+120.3%
KEY vs PRU
+840.8%
-720.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.6% | -5.1% | -3.2% |
| 7D | +1.7% | +9.8% | -8.1% | -5.1% |
| 30D | +6.8% | +11.6% | -4.8% | -1.6% |
| 3M | -5.8% | +3.7% | -9.5% | -8.6% |
| 6M | +1.4% | +33.0% | -31.5% | -17.9% |
| YTD | +7.5% | +16.6% | -9.1% | -5.0% |
| 1Y | +29.6% | +26.9% | +2.7% | +7.6% |
| 3Y | +118.8% | +55.7% | +63.0% | +58.2% |
| 5Y | +16.8% | +44.5% | -27.7% | -6.7% |
| 10Y | +133.0% | +133.1% | -0.1% | +38.5% |
| All | +120.3% | +840.8% | -720.5% | -47.5% |
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