+48.5%
PRU vs A
-12.8%
+61.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.1% |
| 7D | +1.9% | -1.9% | +3.8% | +2.5% |
| 30D | +2.7% | +6.9% | -4.2% | +0.3% |
| 3M | +19.5% | +9.2% | +10.2% | +15.6% |
| 6M | +26.6% | +25.7% | +1.0% | +15.9% |
| YTD | +12.3% | +11.5% | +0.8% | +7.3% |
| 1Y | +18.0% | +18.4% | -0.3% | +9.8% |
| 3Y | +47.0% | +26.6% | +20.4% | +29.3% |
| All | +48.5% | -12.8% | +61.3% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling