-4.4%
ON vs PRU
+46.4%
-50.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +2.3% |
| 7D | -11.7% | +2.4% | -14.1% | -13.2% |
| 30D | -23.3% | +6.1% | -29.4% | -26.6% |
| 3M | -19.2% | -0.7% | -18.4% | -19.0% |
| 6M | -40.1% | +22.1% | -62.2% | -49.1% |
| YTD | +16.9% | +9.8% | +7.1% | +7.3% |
| 1Y | +29.7% | +19.4% | +10.4% | +10.7% |
| 3Y | -4.4% | +50.4% | -54.8% | -36.5% |
| All | -4.4% | +46.4% | -50.8% | -36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling