+53.7%
PRU vs S
-48.9%
+102.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.0% | -5.7% | +1.7% |
| 7D | +3.2% | +1.6% | +1.6% | +3.0% |
| 30D | +7.9% | -10.5% | +18.4% | +8.8% |
| 3M | +1.8% | +9.9% | -8.1% | +0.4% |
| 6M | +24.1% | +41.8% | -17.6% | +19.4% |
| YTD | +12.4% | +56.8% | -44.4% | +6.6% |
| 1Y | +20.9% | +39.0% | -18.1% | +15.8% |
| 3Y | +55.5% | +53.8% | +1.6% | +46.2% |
| 5Y | +42.7% | -68.6% | +111.2% | +35.6% |
| All | +53.7% | -48.9% | +102.5% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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