-84.0%
OPEN vs PRU
+48.6%
-132.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.5% |
| 7D | -4.3% | +1.9% | -6.1% | -5.9% |
| 30D | -16.2% | +2.7% | -18.9% | -18.6% |
| 3M | -36.4% | +19.5% | -55.8% | -46.4% |
| 6M | -35.5% | +26.6% | -62.1% | -48.9% |
| YTD | -46.0% | +12.3% | -58.3% | -52.4% |
| 1Y | -47.1% | +18.0% | -65.2% | -55.7% |
| 3Y | -19.0% | +47.0% | -66.0% | -48.4% |
| All | -84.0% | +48.6% | -132.6% | -89.2% |
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 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