+3,433.5%
ON vs PRU
+816.1%
+2,617.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.2% |
| 7D | -4.1% | +3.8% | -7.9% | -5.8% |
| 30D | -10.2% | +9.0% | -19.2% | -14.1% |
| 3M | -12.7% | +2.1% | -14.9% | -13.8% |
| 6M | -32.5% | +25.4% | -58.0% | -40.1% |
| YTD | +28.6% | +13.5% | +15.0% | +19.4% |
| 1Y | +43.4% | +21.3% | +22.1% | +29.0% |
| 3Y | +3.3% | +55.1% | -51.8% | -17.0% |
| 5Y | +22.5% | +43.6% | -21.1% | +3.0% |
| 10Y | +535.7% | +99.2% | +436.5% | +349.2% |
| All | +3,433.5% | +816.1% | +2,617.4% | +1,081.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling