+20.1%
PRU vs ADVB
-97.6%
+117.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.5% | +6.2% | -3.3% |
| 7D | +4.8% | -28.0% | +32.8% | +4.9% |
| 30D | +7.9% | -70.2% | +78.1% | +8.3% |
| 3M | +3.1% | -76.1% | +79.2% | +3.5% |
| 6M | +25.2% | -72.3% | +97.5% | +24.8% |
| YTD | +12.7% | -67.5% | +80.2% | +11.9% |
| 1Y | +23.5% | -78.6% | +102.0% | +23.6% |
| All | +20.1% | -97.6% | +117.7% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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