+800.6%
PRU vs HIG
+282.1%
+518.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.7% | +2.0% |
| 7D | +3.2% | -0.5% | +3.7% | +3.5% |
| 30D | +7.9% | +4.5% | +3.5% | +5.3% |
| 3M | +1.8% | -5.5% | +7.3% | +5.0% |
| 6M | +24.1% | +3.1% | +21.1% | +21.5% |
| YTD | +12.4% | -0.8% | +13.2% | +12.1% |
| 1Y | +20.9% | +6.1% | +14.8% | +16.0% |
| 3Y | +55.5% | +94.1% | -38.6% | +5.4% |
| 5Y | +42.7% | +106.4% | -63.8% | -6.1% |
| 10Y | +106.1% | +265.1% | -158.9% | -4.1% |
| All | +800.6% | +282.1% | +518.5% | +161.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling