+70.9%
NDAQ vs PRU
+43.3%
+27.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | 0.0% | -2.8% | +2.8% | +1.2% |
| 30D | +16.3% | +8.5% | +7.8% | +12.2% |
| 3M | +15.8% | +1.7% | +14.1% | +14.8% |
| 6M | +24.8% | +24.8% | +0.1% | +13.3% |
| YTD | +14.1% | +13.3% | +0.8% | +7.6% |
| 1Y | +26.5% | +21.4% | +5.1% | +15.8% |
| 3Y | +119.1% | +54.8% | +64.4% | +77.7% |
| 5Y | +70.9% | +42.4% | +28.6% | +42.1% |
| All | +70.9% | +43.3% | +27.7% | +42.1% |
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