-21.8%
PATH vs PRU
+50.4%
-72.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.3% | -0.4% | -1.9% |
| 7D | -5.6% | +4.8% | -10.4% | -8.0% |
| 30D | -0.7% | +7.9% | -8.5% | -4.8% |
| 3M | -5.9% | +3.1% | -9.0% | -7.3% |
| 6M | +21.6% | +25.2% | -3.6% | +8.3% |
| YTD | -20.6% | +12.7% | -33.4% | -25.7% |
| 1Y | -10.6% | +23.5% | -34.1% | -20.7% |
| All | -21.8% | +50.4% | -72.1% | -40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling