+1,192.8%
LOW vs PRU
+806.6%
+386.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.6% |
| 7D | -1.7% | +1.9% | -3.6% | -2.3% |
| 30D | -7.0% | +2.7% | -9.8% | -7.9% |
| 3M | -0.9% | +19.5% | -20.3% | -6.7% |
| 6M | -20.1% | +26.6% | -46.7% | -26.3% |
| YTD | -13.9% | +12.3% | -26.2% | -17.6% |
| 1Y | -21.1% | +18.0% | -39.2% | -25.8% |
| 3Y | -6.6% | +47.0% | -53.7% | -19.2% |
| 5Y | +9.4% | +48.4% | -39.1% | -6.6% |
| 10Y | +220.5% | +142.4% | +78.1% | +122.2% |
| All | +1,192.8% | +806.6% | +386.2% | +294.2% |
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