-93.6%
OPEN vs PRU
+36.1%
-129.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -2.6% | -19.2% | -19.1% |
| 7D | -22.2% | +2.4% | -24.6% | -23.0% |
| 30D | -38.3% | +6.1% | -44.4% | -40.8% |
| 3M | -59.4% | -0.7% | -58.6% | -58.5% |
| 6M | -74.4% | +22.1% | -96.4% | -78.7% |
| YTD | -76.0% | +9.8% | -85.8% | -78.1% |
| 1Y | -78.7% | +19.4% | -98.0% | -82.2% |
| 3Y | -30.0% | +50.4% | -80.4% | -57.2% |
| All | -93.6% | +36.1% | -129.8% | -95.4% |
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