+2,586.3%
NDAQ vs PRU
+703.5%
+1,882.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -1.2% |
| 7D | +1.2% | +4.8% | -3.6% | -0.8% |
| 30D | +15.8% | +7.9% | +7.9% | +12.2% |
| 3M | +13.4% | +3.1% | +10.3% | +11.8% |
| 6M | +20.9% | +25.2% | -4.4% | +9.9% |
| YTD | +11.1% | +12.7% | -1.6% | +5.2% |
| 1Y | +26.5% | +23.5% | +3.0% | +15.3% |
| 3Y | +121.5% | +50.6% | +70.9% | +83.4% |
| 5Y | +61.3% | +40.9% | +20.4% | +34.9% |
| 10Y | +480.0% | +125.5% | +354.6% | +259.3% |
| All | +2,586.3% | +703.5% | +1,882.8% | +791.6% |
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 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