+19.6%
PRU vs ADVB
-88.3%
+108.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.0% |
| 7D | +1.9% | -3.8% | +5.6% | +1.9% |
| 30D | +2.7% | +17.6% | -14.8% | +2.6% |
| 3M | +19.5% | +119.1% | -99.7% | +17.8% |
| 6M | +26.6% | +103.4% | -76.7% | +24.2% |
| YTD | +12.3% | +59.8% | -47.5% | +10.8% |
| 1Y | +18.0% | +8.5% | +9.5% | +16.8% |
| All | +19.6% | -88.3% | +108.0% | +36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling