-30.0%
OPEN vs PRU
+46.4%
-76.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -2.6% | -19.2% | -19.5% |
| 7D | -22.2% | +2.4% | -24.6% | -22.7% |
| 30D | -38.3% | +6.1% | -44.4% | -40.3% |
| 3M | -59.4% | -0.7% | -58.6% | -58.6% |
| 6M | -74.4% | +22.1% | -96.4% | -77.8% |
| YTD | -76.0% | +9.8% | -85.8% | -77.6% |
| 1Y | -78.7% | +19.4% | -98.0% | -81.5% |
| 3Y | -30.0% | +50.4% | -80.4% | -64.2% |
| All | -30.0% | +46.4% | -76.4% | -64.2% |
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