+14.8%
PL vs PRU
+61.4%
-46.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.3% | -6.8% | -7.7% |
| 7D | -20.5% | +4.8% | -25.3% | -23.6% |
| 30D | -38.8% | +7.9% | -46.6% | -42.6% |
| 3M | -49.1% | +3.1% | -52.2% | -50.7% |
| 6M | -69.4% | +25.2% | -94.6% | -74.8% |
| YTD | -42.3% | +12.7% | -55.1% | -49.1% |
| 1Y | -14.2% | +23.5% | -37.7% | -29.6% |
| 3Y | +398.7% | +50.6% | +348.1% | +282.0% |
| 5Y | +11.1% | +40.9% | -29.7% | -11.1% |
| All | +14.8% | +61.4% | -46.5% | -8.9% |
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