+516.0%
ON vs PRU
+115.4%
+400.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.4% | +6.8% | +7.5% |
| 7D | -1.4% | +3.2% | -4.6% | -3.6% |
| 30D | -10.9% | +7.9% | -18.8% | -15.9% |
| 3M | -14.9% | +1.8% | -16.7% | -16.3% |
| 6M | -33.0% | +24.1% | -57.2% | -43.6% |
| YTD | +27.6% | +12.4% | +15.3% | +14.8% |
| 1Y | +44.5% | +20.9% | +23.6% | +23.1% |
| 3Y | +7.4% | +55.5% | -48.1% | -24.1% |
| 5Y | +18.7% | +42.7% | -23.9% | -10.6% |
| 10Y | +516.0% | +106.1% | +409.8% | +278.0% |
| All | +516.0% | +115.4% | +400.5% | +278.0% |
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