+112.0%
PRU vs AVAV
+361.4%
-249.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.5% | -13.1% | -4.2% |
| 7D | +2.4% | -10.6% | +13.0% | +3.8% |
| 30D | +6.1% | -18.8% | +24.9% | +9.1% |
| 3M | -0.7% | -34.1% | +33.4% | +5.0% |
| 6M | +22.1% | -35.3% | +57.4% | +27.3% |
| YTD | +9.8% | -53.4% | +63.2% | +18.1% |
| 1Y | +19.4% | -65.6% | +85.0% | +35.1% |
| 3Y | +50.4% | -5.1% | +55.4% | +29.4% |
| 5Y | +37.2% | +18.5% | +18.6% | +5.9% |
| All | +112.0% | +361.4% | -249.3% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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