+37.8%
LIN vs PRU
+50.4%
-12.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | +0.2% |
| 7D | +3.6% | +4.8% | -1.2% | +2.3% |
| 30D | +6.4% | +7.9% | -1.5% | +4.2% |
| 3M | +6.5% | +3.1% | +3.4% | +5.5% |
| 6M | +4.9% | +25.2% | -20.4% | -1.6% |
| YTD | +23.4% | +12.7% | +10.7% | +19.2% |
| 1Y | +26.3% | +23.5% | +2.8% | +18.3% |
| All | +37.8% | +50.4% | -12.6% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling