+50.6%
LYB vs PRU
+27.9%
+22.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.6% | -11.3% | -3.7% |
| 7D | -6.2% | +9.8% | -16.0% | -4.9% |
| 30D | +6.3% | +11.6% | -5.3% | +7.9% |
| 3M | +4.1% | +3.7% | +0.4% | +4.7% |
| 6M | -15.5% | +33.0% | -48.4% | -12.3% |
| YTD | +50.2% | +16.6% | +33.7% | +62.8% |
| 1Y | +50.6% | +26.9% | +23.7% | +52.4% |
| All | +50.6% | +27.9% | +22.7% | +52.4% |
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