+47.6%
ON vs PRU
+27.9%
+19.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.6% | -8.5% | -3.3% |
| 7D | -5.8% | +9.8% | -15.6% | -8.0% |
| 30D | -17.1% | +11.6% | -28.7% | -19.5% |
| 3M | -11.8% | +3.7% | -15.5% | -12.3% |
| 6M | -30.2% | +33.0% | -63.1% | -36.5% |
| YTD | +31.6% | +16.6% | +15.0% | +24.3% |
| 1Y | +47.6% | +26.9% | +20.6% | +28.3% |
| All | +47.6% | +27.9% | +19.7% | +28.3% |
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 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