+549.4%
LYV vs PRU
+140.2%
+409.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.4% |
| 7D | -1.9% | -2.3% | +0.3% | -0.6% |
| 30D | -8.2% | -1.7% | -6.5% | -7.3% |
| 3M | -1.3% | +13.2% | -14.5% | -8.8% |
| 6M | +2.6% | +28.8% | -26.2% | -12.8% |
| YTD | +19.4% | +9.8% | +9.6% | +11.3% |
| 1Y | -2.2% | +17.4% | -19.6% | -12.7% |
| 3Y | +106.0% | +44.9% | +61.1% | +57.4% |
| 5Y | +97.7% | +46.6% | +51.0% | +46.6% |
| All | +549.4% | +140.2% | +409.2% | +237.2% |
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