+41.0%
PRU vs S
-70.0%
+111.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.3% | +5.8% | +0.1% |
| 7D | 0.0% | +4.1% | -4.1% | -0.5% |
| 30D | +7.9% | -7.2% | +15.1% | +8.5% |
| 3M | +0.9% | 0.0% | +0.9% | +0.3% |
| 6M | +22.4% | +41.6% | -19.3% | +17.0% |
| YTD | +12.7% | +48.6% | -35.9% | +6.7% |
| 1Y | +19.6% | +30.0% | -10.5% | +14.6% |
| 3Y | +54.0% | +42.2% | +11.8% | +44.2% |
| 5Y | +41.0% | -70.8% | +111.8% | +43.9% |
| All | +41.0% | -70.0% | +111.1% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling