+10.5%
ON vs PRU
+56.1%
-45.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.2% | +6.0% | +5.9% |
| 7D | +3.3% | -2.8% | +6.2% | +5.6% |
| 30D | -3.1% | +8.5% | -11.6% | -8.7% |
| 3M | -9.2% | +1.7% | -11.0% | -10.4% |
| 6M | -31.4% | +24.8% | -56.1% | -42.3% |
| YTD | +36.0% | +13.3% | +22.7% | +22.2% |
| 1Y | +52.0% | +21.4% | +30.6% | +28.7% |
| All | +10.5% | +56.1% | -45.7% | -27.7% |
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