+630.9%
LYB vs PRU
+272.2%
+358.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -1.0% | -1.2% |
| 7D | -0.2% | +1.9% | -2.1% | -1.6% |
| 30D | +8.7% | +2.7% | +6.0% | +6.5% |
| 3M | -3.0% | +19.5% | -22.5% | -15.0% |
| 6M | +4.7% | +26.6% | -21.9% | -13.1% |
| YTD | +51.6% | +12.3% | +39.2% | +36.0% |
| 1Y | +24.4% | +18.0% | +6.3% | +7.5% |
| 3Y | -23.5% | +47.0% | -70.5% | -44.5% |
| 5Y | -6.5% | +48.4% | -54.9% | -33.8% |
| 10Y | +40.5% | +142.4% | -102.0% | -32.7% |
| All | +630.9% | +272.2% | +358.7% | +140.9% |
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