+251.5%
PRU vs POET
-16.9%
+268.4%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.9% | -7.1% | -2.3% |
| 7D | +1.9% | +17.0% | -15.1% | +1.5% |
| 30D | -0.4% | -6.7% | +6.3% | -0.3% |
| 3M | +16.4% | -32.3% | +48.8% | +17.1% |
| 6M | +26.0% | +32.3% | -6.3% | +22.7% |
| YTD | +9.9% | +31.3% | -21.4% | +6.9% |
| 1Y | +18.8% | +55.3% | -36.6% | +14.4% |
| 3Y | +45.4% | +136.8% | -91.4% | +34.6% |
| 5Y | +45.6% | -2.2% | +47.8% | +36.1% |
| 10Y | +139.6% | +34.0% | +105.6% | +117.2% |
| All | +251.5% | -16.9% | +268.4% | +232.0% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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