+8.1%
ORCL vs PRU
+56.1%
-48.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.8% |
| 7D | -6.5% | +3.8% | -10.3% | -7.6% |
| 30D | -16.6% | +9.0% | -25.6% | -19.0% |
| 3M | -21.6% | +2.1% | -23.7% | -22.3% |
| 6M | -39.4% | +25.4% | -64.8% | -44.3% |
| YTD | -38.7% | +13.5% | -52.2% | -41.8% |
| 1Y | -50.4% | +21.3% | -71.7% | -54.2% |
| 3Y | +8.1% | +55.1% | -47.0% | -9.9% |
| All | +8.1% | +56.1% | -48.1% | -9.9% |
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