+1.5%
LVS vs PRU
+139.1%
-137.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | +0.3% |
| 7D | +0.3% | +1.9% | -1.6% | -0.8% |
| 30D | -3.9% | -0.4% | -3.5% | -3.8% |
| 3M | -12.9% | +16.4% | -29.3% | -20.2% |
| 6M | -16.9% | +26.0% | -43.0% | -27.5% |
| YTD | -31.2% | +9.9% | -41.2% | -35.6% |
| 1Y | -16.4% | +18.8% | -35.2% | -25.4% |
| 3Y | -4.4% | +45.3% | -49.8% | -25.5% |
| 5Y | +6.7% | +45.6% | -38.9% | -17.5% |
| All | +1.5% | +139.1% | -137.6% | -35.6% |
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