+556.1%
ON vs PRU
+102.7%
+453.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.2% | +6.0% | +5.9% |
| 7D | +3.3% | -2.8% | +6.2% | +5.8% |
| 30D | -3.1% | +8.5% | -11.6% | -9.0% |
| 3M | -9.2% | +1.7% | -11.0% | -10.7% |
| 6M | -31.4% | +24.8% | -56.1% | -42.4% |
| YTD | +36.0% | +13.3% | +22.7% | +21.5% |
| 1Y | +52.0% | +21.4% | +30.6% | +29.0% |
| 3Y | +9.3% | +54.8% | -45.5% | -22.7% |
| 5Y | +26.5% | +42.4% | -15.9% | -4.8% |
| 10Y | +556.1% | +98.4% | +457.7% | +272.1% |
| All | +556.1% | +102.7% | +453.5% | +272.1% |
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