+53.6%
PRU vs S
-56.8%
+110.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | +1.9% | -7.7% | +9.6% | +2.5% |
| 30D | +2.7% | -5.3% | +8.1% | +3.1% |
| 3M | +19.5% | +20.3% | -0.8% | +17.1% |
| 6M | +26.6% | +47.4% | -20.7% | +21.4% |
| YTD | +12.3% | +32.5% | -20.2% | +8.6% |
| 1Y | +18.0% | +9.5% | +8.5% | +15.8% |
| 3Y | +47.0% | +15.5% | +31.5% | +41.8% |
| 5Y | +48.4% | -71.2% | +119.6% | +44.9% |
| All | +53.6% | -56.8% | +110.4% | +54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling