-16.4%
LVS vs PRU
+19.3%
-35.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.6% |
| 7D | +0.3% | +1.9% | -1.6% | +0.1% |
| 30D | -3.9% | -0.4% | -3.5% | -3.9% |
| 3M | -12.9% | +16.4% | -29.3% | -14.4% |
| 6M | -16.9% | +26.0% | -43.0% | -19.9% |
| YTD | -31.2% | +9.9% | -41.2% | -32.8% |
| 1Y | -16.4% | +18.8% | -35.2% | -18.8% |
| All | -16.4% | +19.3% | -35.7% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling