+4,436.2%
PH vs PRU
+809.8%
+3,626.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -0.6% |
| 7D | -3.9% | +4.8% | -8.7% | -6.0% |
| 30D | -9.4% | +7.9% | -17.3% | -12.6% |
| 3M | -10.3% | +3.1% | -13.4% | -11.8% |
| 6M | +2.7% | +25.2% | -22.5% | -7.3% |
| YTD | +2.1% | +12.7% | -10.6% | -4.0% |
| 1Y | +16.2% | +23.5% | -7.3% | +5.1% |
| 3Y | +129.3% | +50.6% | +78.7% | +90.5% |
| 5Y | +191.7% | +40.9% | +150.9% | +149.4% |
| 10Y | +759.2% | +125.5% | +633.8% | +502.7% |
| All | +4,436.2% | +809.8% | +3,626.4% | +1,189.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling