+1,263.2%
ORCL vs PRU
+806.6%
+456.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.0% | +3.4% |
| 7D | +5.3% | +1.9% | +3.4% | +4.7% |
| 30D | +10.0% | +2.7% | +7.2% | +9.1% |
| 3M | -32.6% | +19.5% | -52.0% | -36.2% |
| 6M | +4.9% | +26.6% | -21.7% | -2.5% |
| YTD | -17.8% | +12.3% | -30.1% | -20.8% |
| 1Y | -28.0% | +18.0% | -46.0% | -32.1% |
| 3Y | +36.0% | +47.0% | -11.0% | +19.4% |
| 5Y | +88.7% | +48.4% | +40.3% | +63.6% |
| 10Y | +346.9% | +142.4% | +204.5% | +217.2% |
| All | +1,263.2% | +806.6% | +456.6% | +303.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling