+78.2%
O vs PRU
+115.4%
-37.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | 0.0% |
| 7D | +3.3% | +3.2% | +0.2% | +2.1% |
| 30D | +10.3% | +7.9% | +2.4% | +7.4% |
| 3M | -3.5% | +1.8% | -5.3% | -4.2% |
| 6M | -1.3% | +24.1% | -25.4% | -8.6% |
| YTD | +10.3% | +12.4% | -2.0% | +5.1% |
| 1Y | +10.4% | +20.9% | -10.5% | +2.4% |
| 3Y | +40.0% | +55.5% | -15.5% | +15.1% |
| 5Y | +12.4% | +42.7% | -30.3% | -6.5% |
| 10Y | +78.2% | +106.1% | -27.9% | +16.6% |
| All | +78.2% | +115.4% | -37.2% | +16.6% |
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