+449.6%
P vs PRU
+160.8%
+288.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -3.3% | -13.1% | -14.7% |
| 7D | -31.9% | +4.8% | -36.7% | -33.6% |
| 30D | -36.5% | +7.9% | -44.4% | -39.3% |
| 3M | +11.6% | +3.1% | +8.5% | +9.3% |
| 6M | +25.2% | +25.2% | 0.0% | +10.1% |
| YTD | +39.4% | +12.7% | +26.7% | +29.1% |
| 1Y | -3.7% | +23.5% | -27.2% | -15.4% |
| 3Y | +167.3% | +50.6% | +116.7% | +107.9% |
| 5Y | +237.3% | +40.9% | +196.5% | +167.7% |
| 10Y | +698.6% | +125.5% | +573.2% | +353.2% |
| All | +449.6% | +160.8% | +288.9% | +193.8% |
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