+42.2%
PRU vs S
-71.1%
+113.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +3.6% | +2.0% | +1.6% | +3.4% |
| 30D | +8.9% | -2.7% | +11.6% | +8.9% |
| 3M | +0.2% | -6.9% | +7.1% | +0.3% |
| 6M | +23.7% | +38.1% | -14.3% | +18.6% |
| YTD | +13.7% | +48.0% | -34.3% | +7.8% |
| 1Y | +20.6% | +34.5% | -13.8% | +15.2% |
| 3Y | +56.3% | +38.3% | +18.0% | +46.7% |
| All | +42.2% | -71.1% | +113.3% | +44.8% |
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