+3,675.6%
ON vs PRU
+806.6%
+2,869.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.5% |
| 7D | +2.4% | +1.9% | +0.6% | +1.5% |
| 30D | -3.3% | +2.7% | -6.0% | -4.6% |
| 3M | -43.6% | +19.5% | -63.0% | -48.6% |
| 6M | +19.0% | +26.6% | -7.7% | +5.2% |
| YTD | +37.4% | +12.3% | +25.0% | +28.3% |
| 1Y | +54.8% | +18.0% | +36.7% | +40.9% |
| 3Y | -25.2% | +47.0% | -72.2% | -38.4% |
| 5Y | +62.7% | +48.4% | +14.3% | +34.8% |
| 10Y | +574.3% | +142.4% | +431.9% | +338.5% |
| All | +3,675.6% | +806.6% | +2,869.1% | +1,169.6% |
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 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