-76.8%
PATH vs PRU
+38.4%
-115.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.3% | -0.4% | -1.5% |
| 7D | -5.6% | +4.8% | -10.4% | -8.7% |
| 30D | -0.7% | +7.9% | -8.5% | -5.9% |
| 3M | -5.9% | +3.1% | -9.0% | -7.9% |
| 6M | +21.6% | +25.2% | -3.6% | +4.0% |
| YTD | -20.6% | +12.7% | -33.4% | -27.6% |
| 1Y | -10.6% | +23.5% | -34.1% | -23.8% |
| 3Y | -24.9% | +50.6% | -75.5% | -48.0% |
| 5Y | -76.8% | +40.9% | -117.7% | -82.6% |
| All | -76.8% | +38.4% | -115.2% | -82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling