+292.5%
LOW vs PRU
+97.4%
+195.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +21.3% | +7.9% | +13.3% | +17.4% |
| 3M | +6.0% | +0.9% | +5.1% | +5.6% |
| 6M | +2.6% | +22.4% | -19.8% | -6.3% |
| YTD | -3.6% | +12.7% | -16.3% | -9.2% |
| 1Y | -1.0% | +19.6% | -20.5% | -9.1% |
| 3Y | +24.2% | +54.0% | -29.8% | -0.3% |
| 5Y | +6.3% | +41.0% | -34.7% | -12.6% |
| All | +292.5% | +97.4% | +195.1% | +145.6% |
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