-17.3%
META vs PRU
+19.0%
-36.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | +6.7% | +1.9% | +4.8% | +6.2% |
| 30D | +4.8% | +2.7% | +2.0% | +4.1% |
| 3M | -1.6% | +19.5% | -21.1% | -5.3% |
| 6M | -7.5% | +26.6% | -34.1% | -12.6% |
| YTD | -6.4% | +12.3% | -18.7% | -10.4% |
| 1Y | -17.3% | +18.0% | -35.4% | -20.3% |
| All | -17.3% | +19.0% | -36.3% | -20.3% |
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