+181.2%
PRU vs AVAV
+478.6%
-297.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -0.6% |
| 7D | +1.9% | -2.2% | +4.1% | +2.4% |
| 30D | +2.7% | -13.9% | +16.6% | +5.9% |
| 3M | +19.5% | -29.2% | +48.7% | +26.6% |
| 6M | +26.6% | -36.1% | +62.8% | +35.3% |
| YTD | +12.3% | -40.2% | +52.5% | +18.7% |
| 1Y | +18.0% | -36.2% | +54.3% | +20.1% |
| 3Y | +47.0% | +47.5% | -0.5% | +8.1% |
| 5Y | +48.4% | +39.3% | +9.2% | +2.6% |
| 10Y | +142.4% | +482.6% | -340.1% | -10.3% |
| All | +181.2% | +478.6% | -297.4% | -14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling