+301.3%
LOW vs PRU
+102.7%
+198.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +1.0% | -2.8% | +3.8% | +2.2% |
| 30D | +25.6% | +8.5% | +17.1% | +21.3% |
| 3M | +5.3% | +1.7% | +3.6% | +4.5% |
| 6M | +3.7% | +24.8% | -21.0% | -6.1% |
| YTD | -1.9% | +13.3% | -15.1% | -7.7% |
| 1Y | +0.6% | +21.4% | -20.8% | -8.3% |
| 3Y | +26.4% | +54.8% | -28.4% | +1.3% |
| 5Y | +10.1% | +42.4% | -32.2% | -9.8% |
| 10Y | +301.3% | +98.4% | +202.8% | +149.1% |
| All | +301.3% | +102.7% | +198.6% | +149.1% |
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