+1.1%
PR vs PRU
+32.7%
-31.6%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +6.6% | -13.1% | -4.1% |
| 7D | -12.1% | +9.8% | -21.9% | -9.2% |
| 30D | +0.9% | +11.6% | -10.7% | +4.3% |
| 3M | +10.1% | +3.7% | +6.4% | +12.7% |
| 6M | +1.1% | +33.0% | -31.9% | +6.9% |
| All | +1.1% | +32.7% | -31.6% | +6.9% |
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