+737.3%
PH vs PRU
+115.4%
+621.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.9% | +2.6% |
| 7D | +3.0% | +3.2% | -0.1% | +0.4% |
| 30D | -0.6% | +7.9% | -8.5% | -6.4% |
| 3M | -10.7% | +1.8% | -12.5% | -12.6% |
| 6M | +9.1% | +24.1% | -15.1% | -7.4% |
| YTD | +9.5% | +12.4% | -2.9% | -1.3% |
| 1Y | +14.0% | +20.9% | -6.9% | -2.4% |
| 3Y | +138.9% | +55.5% | +83.4% | +68.7% |
| 5Y | +209.1% | +42.7% | +166.5% | +128.9% |
| 10Y | +737.3% | +106.1% | +631.2% | +313.2% |
| All | +737.3% | +115.4% | +621.9% | +313.2% |
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