+1,376.9%
LOW vs PRU
+806.8%
+570.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.0% | +2.6% |
| 7D | +6.4% | +3.2% | +3.2% | +5.4% |
| 30D | +25.6% | +7.9% | +17.7% | +22.6% |
| 3M | +4.6% | +1.8% | +2.8% | +4.0% |
| 6M | +2.5% | +24.1% | -21.6% | -4.6% |
| YTD | -1.6% | +12.4% | -14.0% | -5.8% |
| 1Y | +1.7% | +20.9% | -19.2% | -4.9% |
| 3Y | +29.4% | +55.5% | -26.0% | +10.1% |
| 5Y | +9.6% | +42.7% | -33.0% | -4.9% |
| 10Y | +313.3% | +106.1% | +207.2% | +201.4% |
| All | +1,376.9% | +806.8% | +570.1% | +350.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling