+50.4%
PRU vs REPL
+48.4%
+2.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.0% | -10.6% | -2.6% |
| 7D | +2.4% | +22.8% | -20.4% | +2.4% |
| 30D | +6.1% | +63.8% | -57.7% | +6.1% |
| 3M | -0.7% | +68.1% | -68.8% | -0.8% |
| 6M | +22.1% | +528.5% | -506.4% | +21.6% |
| YTD | +9.8% | +122.4% | -112.6% | +9.6% |
| 1Y | +19.4% | +154.4% | -135.0% | +19.0% |
| 3Y | +50.4% | +68.0% | -17.6% | +46.3% |
| All | +50.4% | +48.4% | +2.0% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 3y: compounded portfolio wealth divided by compounded REPL 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…
3y analysis · Full analysis span regression · 6 months rolling