+52.3%
LVS vs PRU
+376.6%
-324.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | +0.2% |
| 7D | -1.5% | +1.9% | -3.3% | -2.4% |
| 30D | -3.2% | +2.7% | -5.9% | -4.6% |
| 3M | -12.0% | +19.5% | -31.4% | -20.0% |
| 6M | -19.9% | +26.6% | -46.5% | -29.6% |
| YTD | -30.6% | +12.3% | -43.0% | -35.5% |
| 1Y | -17.7% | +18.0% | -35.8% | -25.8% |
| 3Y | -14.2% | +47.0% | -61.2% | -32.0% |
| 5Y | +9.6% | +48.4% | -38.8% | -14.0% |
| 10Y | +5.7% | +142.4% | -136.8% | -39.9% |
| All | +52.3% | +376.6% | -324.4% | -50.9% |
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