-67.2%
PL vs PRU
+32.7%
-99.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +6.6% | -12.9% | -5.7% |
| 7D | -11.7% | +9.8% | -21.5% | -11.2% |
| 30D | -27.1% | +11.6% | -38.7% | -27.0% |
| 3M | -44.6% | +3.7% | -48.3% | -44.0% |
| 6M | -67.2% | +33.0% | -100.1% | -69.4% |
| All | -67.2% | +32.7% | -99.9% | -69.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling