+70.3%
PR vs PRU
+107.2%
-36.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.2% |
| 7D | -9.5% | +3.8% | -13.3% | -12.5% |
| 30D | -5.7% | +9.0% | -14.7% | -12.4% |
| 3M | +3.0% | +2.1% | +0.8% | -0.1% |
| 6M | +11.8% | +25.4% | -13.6% | -7.6% |
| YTD | +58.5% | +13.5% | +45.0% | +38.8% |
| 1Y | +69.9% | +21.3% | +48.5% | +40.9% |
| 3Y | +84.9% | +55.1% | +29.8% | +25.4% |
| 5Y | +246.4% | +43.6% | +202.9% | +149.5% |
| 10Y | +70.3% | +99.2% | -28.9% | +66.8% |
| All | +70.3% | +107.2% | -36.9% | +66.8% |
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