+66.2%
NDAQ vs PRU
+42.1%
+24.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.6% |
| 7D | +1.3% | +3.6% | -2.4% | -0.3% |
| 30D | +18.0% | +8.9% | +9.1% | +13.6% |
| 3M | +11.5% | +0.2% | +11.3% | +11.3% |
| 6M | +21.1% | +23.7% | -2.7% | +10.3% |
| YTD | +12.8% | +13.7% | -0.9% | +6.2% |
| 1Y | +25.7% | +20.6% | +5.1% | +15.3% |
| 3Y | +116.8% | +56.3% | +60.5% | +75.1% |
| All | +66.2% | +42.1% | +24.1% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling