+62.9%
ON vs PRU
+48.6%
+14.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.7% |
| 7D | +2.4% | +1.9% | +0.6% | +0.9% |
| 30D | -3.3% | +2.7% | -6.0% | -5.5% |
| 3M | -43.6% | +19.5% | -63.0% | -51.6% |
| 6M | +19.0% | +26.6% | -7.7% | -3.1% |
| YTD | +37.4% | +12.3% | +25.0% | +22.7% |
| 1Y | +54.8% | +18.0% | +36.7% | +31.8% |
| 3Y | -25.2% | +47.0% | -72.2% | -48.0% |
| All | +62.9% | +48.6% | +14.3% | +17.6% |
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