+488.5%
NDAQ vs PRU
+99.2%
+389.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | +1.3% | +3.6% | -2.4% | -0.1% |
| 30D | +18.0% | +8.9% | +9.1% | +14.1% |
| 3M | +11.5% | +0.2% | +11.3% | +11.3% |
| 6M | +21.1% | +23.7% | -2.7% | +11.3% |
| YTD | +12.8% | +13.7% | -0.9% | +6.8% |
| 1Y | +25.7% | +20.6% | +5.1% | +16.3% |
| 3Y | +116.8% | +56.3% | +60.5% | +79.6% |
| 5Y | +67.3% | +42.3% | +24.9% | +41.3% |
| All | +488.5% | +99.2% | +389.2% | +278.6% |
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