+134.6%
PRU vs HRB
+205.6%
-71.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.9% |
| 7D | -1.9% | -10.6% | +8.7% | +1.9% |
| 30D | -2.6% | -0.8% | -1.8% | -3.1% |
| 3M | +14.7% | +19.1% | -4.4% | +6.4% |
| 6M | +25.7% | +48.7% | -23.0% | +5.6% |
| YTD | +8.3% | +7.1% | +1.2% | +2.6% |
| 1Y | +17.3% | -8.3% | +25.6% | +17.5% |
| 3Y | +43.2% | +25.8% | +17.3% | +22.3% |
| 5Y | +43.5% | +111.1% | -67.6% | -5.8% |
| 10Y | +134.6% | +206.6% | -72.0% | +21.6% |
| All | +134.6% | +205.6% | -71.0% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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