+7.8%
ON vs PRU
+36.1%
-28.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +2.5% |
| 7D | -11.7% | +2.4% | -14.1% | -13.4% |
| 30D | -23.3% | +6.1% | -29.4% | -27.1% |
| 3M | -19.2% | -0.7% | -18.4% | -19.1% |
| 6M | -40.1% | +22.1% | -62.2% | -49.9% |
| YTD | +16.9% | +9.8% | +7.1% | +5.9% |
| 1Y | +29.7% | +19.4% | +10.4% | +9.2% |
| 3Y | -4.4% | +50.4% | -54.8% | -35.3% |
| All | +7.8% | +36.1% | -28.3% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling