+1,471.0%
LYV vs PRU
+222.3%
+1,248.7%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -0.7% |
| 7D | -3.8% | +1.9% | -5.7% | -4.7% |
| 30D | -5.7% | -0.4% | -5.2% | -5.5% |
| 3M | +6.9% | +16.4% | -9.6% | -0.8% |
| 6M | +9.2% | +26.0% | -16.9% | -2.8% |
| YTD | +19.6% | +9.9% | +9.7% | +13.3% |
| 1Y | +0.6% | +18.8% | -18.1% | -8.3% |
| 3Y | +110.6% | +45.3% | +65.2% | +72.4% |
| 5Y | +96.6% | +45.6% | +51.1% | +59.3% |
| 10Y | +546.4% | +139.6% | +406.8% | +302.3% |
| All | +1,471.0% | +222.3% | +1,248.7% | +733.5% |
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