+139.6%
PRU vs A
+237.5%
-97.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -0.9% |
| 7D | +1.9% | -2.1% | +4.0% | +2.9% |
| 30D | -0.4% | +0.6% | -1.0% | -1.0% |
| 3M | +16.4% | +10.9% | +5.5% | +9.7% |
| 6M | +26.0% | +28.2% | -2.1% | +8.6% |
| YTD | +9.9% | +8.6% | +1.3% | +3.1% |
| 1Y | +18.8% | +15.5% | +3.2% | +6.9% |
| 3Y | +45.4% | +31.8% | +13.5% | +15.8% |
| 5Y | +45.6% | -14.9% | +60.4% | +47.5% |
| 10Y | +139.6% | +237.8% | -98.2% | +2.4% |
| All | +139.6% | +237.5% | -97.8% | +2.4% |
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