+403.1%
PL vs PRU
+50.4%
+352.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.3% | -6.8% | -7.0% |
| 7D | -20.5% | +4.8% | -25.3% | -24.4% |
| 30D | -38.8% | +7.9% | -46.6% | -43.7% |
| 3M | -49.1% | +3.1% | -52.2% | -51.2% |
| 6M | -69.4% | +25.2% | -94.6% | -76.5% |
| YTD | -42.3% | +12.7% | -55.1% | -51.3% |
| 1Y | -14.2% | +23.5% | -37.7% | -34.9% |
| All | +403.1% | +50.4% | +352.7% | +207.6% |
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