+800.4%
PRU vs A
+753.4%
+47.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.3% |
| 7D | +1.9% | -1.9% | +3.8% | +2.9% |
| 30D | +2.7% | +6.9% | -4.2% | -1.4% |
| 3M | +19.5% | +9.2% | +10.2% | +12.5% |
| 6M | +26.6% | +25.7% | +1.0% | +8.3% |
| YTD | +12.3% | +11.5% | +0.8% | +2.5% |
| 1Y | +18.0% | +18.4% | -0.3% | +3.2% |
| 3Y | +47.0% | +26.6% | +20.4% | +18.4% |
| 5Y | +48.4% | -12.8% | +61.2% | +43.0% |
| 10Y | +142.4% | +247.2% | -104.7% | +0.5% |
| All | +800.4% | +753.4% | +47.0% | +85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling