+134.6%
PRU vs HIG
+314.4%
-179.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -2.0% |
| 7D | -1.9% | -0.5% | -1.4% | -1.5% |
| 30D | -2.6% | -2.8% | +0.2% | -0.7% |
| 3M | +14.7% | +6.3% | +8.4% | +9.4% |
| 6M | +25.7% | -0.1% | +25.8% | +24.9% |
| YTD | +8.3% | +0.4% | +7.8% | +7.0% |
| 1Y | +17.3% | +6.2% | +11.1% | +11.2% |
| 3Y | +43.2% | +101.6% | -58.4% | -14.8% |
| 5Y | +43.5% | +119.8% | -76.3% | -19.5% |
| 10Y | +134.6% | +311.7% | -177.2% | -7.7% |
| All | +134.6% | +314.4% | -179.8% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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