+30.6%
ORCL vs PRU
+36.1%
-5.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.8% |
| 7D | -11.2% | +2.4% | -13.5% | -12.1% |
| 30D | -18.8% | +6.1% | -25.0% | -20.9% |
| 3M | -18.8% | -0.7% | -18.1% | -18.8% |
| 6M | -39.7% | +22.1% | -61.8% | -44.7% |
| YTD | -39.6% | +9.8% | -49.4% | -42.4% |
| 1Y | -51.7% | +19.4% | -71.1% | -55.6% |
| 3Y | +10.2% | +50.4% | -40.1% | -10.1% |
| All | +30.6% | +36.1% | -5.6% | +10.1% |
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