+479.7%
NDAQ vs PRU
+102.7%
+377.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | 0.0% | -2.8% | +2.8% | +1.1% |
| 30D | +16.3% | +8.5% | +7.8% | +12.6% |
| 3M | +15.8% | +1.7% | +14.1% | +14.9% |
| 6M | +24.8% | +24.8% | +0.1% | +14.4% |
| YTD | +14.1% | +13.3% | +0.8% | +8.2% |
| 1Y | +26.5% | +21.4% | +5.1% | +16.8% |
| 3Y | +119.1% | +54.8% | +64.4% | +82.2% |
| 5Y | +70.9% | +42.4% | +28.6% | +44.4% |
| 10Y | +479.7% | +98.4% | +381.3% | +274.8% |
| All | +479.7% | +102.7% | +377.0% | +274.8% |
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