-9.5%
LVS vs PRU
+56.8%
-66.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.3% |
| 7D | -0.8% | +3.6% | -4.4% | -2.3% |
| 30D | +10.0% | +8.9% | +1.1% | +6.1% |
| 3M | -11.0% | +0.2% | -11.2% | -11.3% |
| 6M | -20.1% | +23.7% | -43.9% | -27.5% |
| YTD | -36.3% | +13.7% | -50.1% | -40.3% |
| 1Y | -36.8% | +20.6% | -57.5% | -42.5% |
| 3Y | -9.5% | +56.3% | -65.9% | -35.2% |
| All | -9.5% | +56.8% | -66.3% | -35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling