+449.1%
PL vs PRU
+47.2%
+401.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.3% |
| 7D | -9.3% | +1.9% | -11.2% | -11.3% |
| 30D | -18.9% | +2.7% | -21.6% | -21.4% |
| 3M | -58.4% | +19.5% | -77.8% | -66.3% |
| 6M | -30.3% | +26.6% | -57.0% | -47.7% |
| YTD | -8.1% | +12.3% | -20.5% | -21.5% |
| 1Y | +180.5% | +18.0% | +162.4% | +126.4% |
| All | +449.1% | +47.2% | +401.9% | +250.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling