+1,528.2%
O vs PRU
+806.6%
+721.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -0.7% | +1.9% | -2.6% | -1.4% |
| 30D | -1.9% | +2.7% | -4.6% | -2.9% |
| 3M | +3.8% | +19.5% | -15.6% | -2.7% |
| 6M | -4.7% | +26.6% | -31.4% | -12.8% |
| YTD | +12.5% | +12.3% | +0.1% | +7.1% |
| 1Y | +10.8% | +18.0% | -7.2% | +3.4% |
| 3Y | +28.8% | +47.0% | -18.2% | +8.5% |
| 5Y | +13.2% | +48.4% | -35.2% | -6.9% |
| 10Y | +53.5% | +142.4% | -89.0% | -2.9% |
| All | +1,528.2% | +806.6% | +721.7% | +396.3% |
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