-11.7%
LVS vs PRU
+46.4%
-58.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.2% | +0.7% |
| 7D | +11.1% | +2.4% | +8.7% | +10.0% |
| 30D | +14.7% | +6.1% | +8.5% | +11.8% |
| 3M | -10.9% | -0.7% | -10.2% | -10.8% |
| 6M | -22.3% | +22.1% | -44.4% | -29.1% |
| YTD | -35.8% | +9.8% | -45.6% | -38.8% |
| 1Y | -33.5% | +19.4% | -52.8% | -39.3% |
| 3Y | -11.7% | +50.4% | -62.1% | -34.0% |
| All | -11.7% | +46.4% | -58.1% | -34.0% |
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