+452.4%
ON vs PRU
+115.4%
+337.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +2.4% |
| 7D | -11.7% | +2.4% | -14.1% | -13.3% |
| 30D | -23.3% | +6.1% | -29.4% | -26.8% |
| 3M | -19.2% | -0.7% | -18.4% | -19.2% |
| 6M | -40.1% | +22.1% | -62.2% | -49.0% |
| YTD | +16.9% | +9.8% | +7.1% | +6.8% |
| 1Y | +29.7% | +19.4% | +10.4% | +11.4% |
| 3Y | -4.4% | +50.4% | -54.8% | -30.9% |
| 5Y | +7.1% | +37.2% | -30.1% | -17.2% |
| All | +452.4% | +115.4% | +337.1% | +243.4% |
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 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