+29.8%
ORCL vs PRU
+38.4%
-8.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.3% | -3.6% | -5.7% |
| 7D | -17.5% | +4.8% | -22.3% | -19.0% |
| 30D | -20.2% | +7.9% | -28.0% | -22.6% |
| 3M | -19.9% | +3.1% | -23.0% | -21.1% |
| 6M | -37.4% | +25.2% | -62.6% | -43.1% |
| YTD | -40.1% | +12.7% | -52.9% | -43.4% |
| 1Y | -53.4% | +23.5% | -76.9% | -57.6% |
| 3Y | +10.4% | +50.6% | -40.2% | -9.9% |
| 5Y | +29.8% | +40.9% | -11.1% | +8.2% |
| All | +29.8% | +38.4% | -8.6% | +8.2% |
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