+97.7%
PRU vs SONY
+373.2%
-275.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.3% |
| 7D | +3.6% | +0.3% | +3.4% | +3.5% |
| 30D | +8.9% | +11.1% | -2.3% | +4.1% |
| 3M | +0.2% | +14.7% | -14.5% | -5.5% |
| 6M | +23.7% | +18.8% | +5.0% | +14.3% |
| YTD | +13.7% | +5.7% | +8.0% | +9.8% |
| 1Y | +20.6% | -8.1% | +28.7% | +23.3% |
| 3Y | +56.3% | +64.0% | -7.7% | +20.6% |
| 5Y | +42.3% | +12.6% | +29.7% | +27.5% |
| All | +97.7% | +373.2% | -275.4% | +1.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling