+112.0%
PRU vs A
+319.7%
-207.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.4% | -3.5% |
| 7D | +2.4% | -0.1% | +2.5% | +2.4% |
| 30D | +6.1% | +3.4% | +2.8% | +4.3% |
| 3M | -0.7% | +23.8% | -24.6% | -11.3% |
| 6M | +22.1% | +49.0% | -26.9% | -2.4% |
| YTD | +9.8% | +29.4% | -19.6% | -5.9% |
| 1Y | +19.4% | +19.4% | 0.0% | +6.6% |
| 3Y | +50.4% | +66.2% | -15.8% | +5.8% |
| 5Y | +37.2% | +15.8% | +21.4% | +15.9% |
| All | +112.0% | +319.7% | -207.7% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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