-37.4%
ORCL vs PRU
+28.4%
-65.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.3% | -3.6% | -6.8% |
| 7D | -17.5% | +4.8% | -22.3% | -16.9% |
| 30D | -20.2% | +7.9% | -28.0% | -19.8% |
| 3M | -19.9% | +3.1% | -23.0% | -19.3% |
| 6M | -37.4% | +25.2% | -62.6% | -35.9% |
| All | -37.4% | +28.4% | -65.8% | -35.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling