+62.1%
PR vs PRU
+121.2%
-59.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.3% | -1.6% | -2.5% |
| 7D | -16.5% | +4.8% | -21.3% | -19.8% |
| 30D | -4.5% | +7.9% | -12.4% | -10.5% |
| 3M | +8.5% | +3.1% | +5.5% | +4.8% |
| 6M | -3.3% | +25.2% | -28.6% | -19.9% |
| YTD | +55.7% | +12.7% | +43.0% | +37.3% |
| 1Y | +82.0% | +23.5% | +58.6% | +49.4% |
| 3Y | +62.5% | +50.6% | +11.9% | +13.2% |
| 5Y | +223.9% | +40.9% | +183.0% | +137.4% |
| All | +62.1% | +121.2% | -59.1% | +64.2% |
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