+99.2%
PRU vs A
+312.5%
-213.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.6% |
| 7D | +3.8% | +1.4% | +2.4% | +3.1% |
| 30D | +9.0% | +4.3% | +4.7% | +6.6% |
| 3M | +2.1% | +19.8% | -17.6% | -7.2% |
| 6M | +25.4% | +54.4% | -29.0% | -1.4% |
| YTD | +13.5% | +31.7% | -18.2% | -3.5% |
| 1Y | +21.3% | +22.4% | -1.1% | +7.0% |
| 3Y | +55.1% | +67.7% | -12.6% | +9.0% |
| 5Y | +43.6% | +15.7% | +27.8% | +22.0% |
| 10Y | +99.2% | +308.7% | -209.5% | -22.1% |
| All | +99.2% | +312.5% | -213.2% | -22.1% |
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