+5.6%
LOW vs PRU
+36.1%
-30.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | 0.0% |
| 7D | +7.4% | +2.4% | +5.0% | +6.4% |
| 30D | +24.5% | +6.1% | +18.4% | +21.5% |
| 3M | +3.5% | -0.7% | +4.2% | +3.8% |
| 6M | -2.6% | +22.1% | -24.6% | -10.7% |
| YTD | -4.8% | +9.8% | -14.6% | -9.2% |
| 1Y | -0.8% | +19.4% | -20.2% | -8.8% |
| 3Y | +22.8% | +50.4% | -27.6% | -1.4% |
| All | +5.6% | +36.1% | -30.5% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling