+37.0%
PRU vs S
-67.4%
+104.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.3% | -2.8% |
| 7D | +2.4% | -13.4% | +15.8% | +3.8% |
| 30D | +6.1% | -14.0% | +20.1% | +7.5% |
| 3M | -0.7% | +4.9% | -5.6% | -1.8% |
| 6M | +22.1% | +42.0% | -19.9% | +16.7% |
| YTD | +9.8% | +45.1% | -35.4% | +4.3% |
| 1Y | +19.4% | +33.1% | -13.7% | +14.2% |
| 3Y | +50.4% | +40.6% | +9.7% | +41.2% |
| All | +37.0% | -67.4% | +104.4% | +36.7% |
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