+226.8%
LOW vs PRU
+139.4%
+87.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -0.8% |
| 7D | +0.4% | +1.9% | -1.5% | -0.5% |
| 30D | -10.1% | -0.4% | -9.7% | -10.0% |
| 3M | -2.9% | +16.4% | -19.3% | -9.3% |
| 6M | -19.4% | +26.0% | -45.4% | -27.5% |
| YTD | -15.4% | +9.9% | -25.3% | -19.5% |
| 1Y | -24.9% | +18.8% | -43.7% | -31.0% |
| 3Y | -7.8% | +45.3% | -53.2% | -24.1% |
| 5Y | +8.4% | +45.6% | -37.2% | -12.3% |
| 10Y | +226.8% | +139.6% | +87.2% | +97.3% |
| All | +226.8% | +139.4% | +87.4% | +97.3% |
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