+251.6%
ORCL vs PRU
+115.4%
+136.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.8% | +2.3% |
| 7D | +0.5% | +3.2% | -2.7% | -0.8% |
| 30D | -15.3% | +7.9% | -23.2% | -17.9% |
| 3M | -18.2% | +1.8% | -20.0% | -19.0% |
| 6M | -38.4% | +24.1% | -62.6% | -43.6% |
| YTD | -37.7% | +12.4% | -50.1% | -40.9% |
| 1Y | -49.3% | +20.9% | -70.2% | -53.3% |
| 3Y | +10.6% | +55.5% | -44.8% | -9.0% |
| 5Y | +35.5% | +42.7% | -7.2% | +13.6% |
| 10Y | +251.6% | +106.1% | +145.4% | +146.5% |
| All | +251.6% | +115.4% | +136.2% | +146.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling