+485.4%
P vs PRU
+159.8%
+325.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.3% | +1.9% |
| 7D | +6.5% | +1.9% | +4.7% | +5.5% |
| 30D | +18.8% | +2.7% | +16.1% | +17.2% |
| 3M | +26.7% | +19.5% | +7.3% | +15.0% |
| 6M | +62.2% | +26.6% | +35.5% | +42.1% |
| YTD | +48.5% | +12.3% | +36.2% | +38.4% |
| 1Y | +26.4% | +18.0% | +8.3% | +13.9% |
| 3Y | +159.4% | +47.0% | +112.4% | +105.2% |
| 5Y | +275.8% | +48.4% | +227.4% | +191.4% |
| 10Y | +732.0% | +142.4% | +589.6% | +358.4% |
| All | +485.4% | +159.8% | +325.5% | +215.1% |
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