+2,327.9%
NDAQ vs PRU
+700.6%
+1,627.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.5% |
| 7D | -2.4% | +1.9% | -4.3% | -3.2% |
| 30D | +2.5% | +2.7% | -0.3% | +1.3% |
| 3M | +9.9% | +19.5% | -9.5% | +2.1% |
| 6M | +9.4% | +26.6% | -17.2% | -1.1% |
| YTD | +0.4% | +12.3% | -11.9% | -4.7% |
| 1Y | +4.0% | +18.0% | -14.0% | -3.5% |
| 3Y | +94.4% | +47.0% | +47.4% | +62.6% |
| 5Y | +56.7% | +48.4% | +8.3% | +28.0% |
| 10Y | +375.3% | +142.4% | +232.8% | +185.2% |
| All | +2,327.9% | +700.6% | +1,627.3% | +707.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling