+4,793.6%
PH vs PRU
+806.6%
+3,987.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.2% |
| 7D | -3.1% | +1.9% | -4.9% | -3.8% |
| 30D | -3.2% | +2.7% | -6.0% | -4.3% |
| 3M | +10.6% | +19.5% | -8.9% | +2.3% |
| 6M | -2.1% | +26.6% | -28.8% | -11.8% |
| YTD | +10.2% | +12.3% | -2.2% | +4.1% |
| 1Y | +28.2% | +18.0% | +10.2% | +18.5% |
| 3Y | +134.9% | +47.0% | +87.9% | +98.0% |
| 5Y | +253.6% | +48.4% | +205.2% | +197.1% |
| 10Y | +804.7% | +142.4% | +662.3% | +521.4% |
| All | +4,793.6% | +806.6% | +3,987.1% | +1,299.5% |
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