-5.3%
PATH vs PRU
+27.9%
-33.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.6% | -3.7% | +0.3% |
| 7D | -4.8% | +9.8% | -14.6% | -8.3% |
| 30D | +2.7% | +11.6% | -8.9% | -1.9% |
| 3M | -4.2% | +3.7% | -7.9% | -5.5% |
| 6M | +24.7% | +33.0% | -8.2% | +16.0% |
| YTD | -17.6% | +16.6% | -34.2% | -20.7% |
| 1Y | -5.3% | +26.9% | -32.3% | -14.7% |
| All | -5.3% | +27.9% | -33.2% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling