+18.0%
PRU vs SONY
-10.8%
+28.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.6% |
| 7D | +1.9% | -1.2% | +3.0% | +2.1% |
| 30D | +2.7% | +9.4% | -6.7% | +0.8% |
| 3M | +19.5% | +10.5% | +9.0% | +16.9% |
| 6M | +26.6% | +11.7% | +15.0% | +23.0% |
| YTD | +12.3% | -4.1% | +16.4% | +12.5% |
| 1Y | +18.0% | -11.8% | +29.8% | +20.2% |
| All | +18.0% | -10.8% | +28.9% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 1y: compounded portfolio wealth divided by compounded SONY 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…
1y analysis · Full analysis span regression · 6 months rolling