+11.4%
O vs PRU
+22.1%
-10.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | -0.1% |
| 7D | +3.5% | +3.8% | -0.2% | +2.7% |
| 30D | +10.4% | +9.0% | +1.4% | +8.6% |
| 3M | -2.4% | +2.1% | -4.6% | -3.2% |
| 6M | -1.2% | +25.4% | -26.6% | -3.5% |
| YTD | +10.4% | +13.5% | -3.1% | +7.4% |
| 1Y | +11.4% | +21.3% | -9.9% | +8.4% |
| All | +11.4% | +22.1% | -10.6% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling