+160.5%
PR vs PRU
+167.3%
-6.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +6.6% | -13.1% | -11.1% |
| 7D | -12.1% | +9.8% | -21.9% | -18.1% |
| 30D | +0.9% | +11.6% | -10.7% | -7.4% |
| 3M | +10.1% | +3.7% | +6.4% | +6.1% |
| 6M | +1.1% | +33.0% | -31.9% | -19.1% |
| YTD | +63.7% | +16.6% | +47.1% | +41.7% |
| 1Y | +87.0% | +26.9% | +60.1% | +51.8% |
| 3Y | +70.7% | +55.7% | +15.0% | +18.3% |
| 5Y | +246.8% | +44.5% | +202.3% | +153.8% |
| 10Y | +72.6% | +133.1% | -60.5% | +54.3% |
| All | +160.5% | +167.3% | -6.8% | +136.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling