+649.0%
P vs PRU
+97.4%
+551.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.6% |
| 7D | +17.8% | 0.0% | +17.9% | +17.8% |
| 30D | -29.9% | +7.9% | -37.8% | -33.0% |
| 3M | -1.2% | +0.9% | -2.0% | -2.2% |
| 6M | +32.1% | +22.4% | +9.8% | +17.6% |
| YTD | +64.3% | +12.7% | +51.6% | +52.0% |
| 1Y | +24.3% | +19.6% | +4.7% | +11.0% |
| 3Y | +203.2% | +54.0% | +149.2% | +132.7% |
| 5Y | +290.4% | +41.0% | +249.4% | +209.2% |
| All | +649.0% | +97.4% | +551.6% | +405.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling