+46.3%
LYB vs PRU
+140.2%
-93.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.6% | -1.4% |
| 7D | +0.3% | -2.3% | +2.5% | +1.9% |
| 30D | +2.5% | -1.7% | +4.2% | +3.4% |
| 3M | +1.4% | +13.2% | -11.9% | -8.0% |
| 6M | -3.5% | +28.8% | -32.3% | -21.5% |
| YTD | +52.0% | +9.8% | +42.2% | +38.1% |
| 1Y | +22.1% | +17.4% | +4.7% | +5.3% |
| 3Y | -22.8% | +44.9% | -67.7% | -44.5% |
| 5Y | -3.4% | +46.6% | -50.0% | -32.6% |
| All | +46.3% | +140.2% | -93.9% | -31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling