+747.9%
PH vs PRU
+115.4%
+632.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.6% | +5.5% | +4.6% |
| 7D | +2.0% | +2.4% | -0.4% | -0.2% |
| 30D | -3.7% | +6.1% | -9.8% | -8.3% |
| 3M | -14.0% | -0.7% | -13.3% | -14.4% |
| 6M | +2.1% | +22.1% | -20.0% | -12.3% |
| YTD | +5.1% | +9.8% | -4.7% | -3.8% |
| 1Y | +10.9% | +19.4% | -8.4% | -4.3% |
| 3Y | +132.9% | +50.4% | +82.6% | +68.3% |
| 5Y | +200.1% | +37.2% | +162.9% | +128.1% |
| All | +747.9% | +115.4% | +632.6% | +307.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling