+9.3%
ORCL vs PRU
+50.4%
-41.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.3% | -3.6% | -5.9% |
| 7D | -17.5% | +4.8% | -22.3% | -18.8% |
| 30D | -20.2% | +7.9% | -28.0% | -22.3% |
| 3M | -19.9% | +3.1% | -23.0% | -20.9% |
| 6M | -37.4% | +25.2% | -62.6% | -42.5% |
| YTD | -40.1% | +12.7% | -52.9% | -43.1% |
| 1Y | -53.4% | +23.5% | -76.9% | -57.3% |
| All | +9.3% | +50.4% | -41.0% | -5.9% |
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