+99.2%
PRU vs HRB
+252.0%
-152.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.8% | -4.0% | +7.8% | +5.3% |
| 30D | +9.0% | +15.8% | -6.7% | +3.6% |
| 3M | +2.1% | +12.0% | -9.9% | -2.8% |
| 6M | +25.4% | +40.7% | -15.3% | +9.2% |
| YTD | +13.5% | +21.0% | -7.5% | +2.9% |
| 1Y | +21.3% | +11.7% | +9.7% | +13.2% |
| 3Y | +55.1% | +25.0% | +30.2% | +33.9% |
| 5Y | +43.6% | +141.0% | -97.5% | -10.2% |
| 10Y | +99.2% | +241.3% | -142.0% | +1.1% |
| All | +99.2% | +252.0% | -152.7% | +1.1% |
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