+134.7%
PRU vs SONY
+286.8%
-152.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.6% |
| 7D | -3.8% | -5.8% | +1.9% | -1.5% |
| 30D | -2.0% | -0.4% | -1.6% | -2.0% |
| 3M | +14.0% | +13.3% | +0.7% | +7.8% |
| 6M | +27.2% | +8.5% | +18.8% | +21.9% |
| YTD | +9.1% | -8.1% | +17.2% | +11.7% |
| 1Y | +18.1% | -17.9% | +36.0% | +26.1% |
| 3Y | +44.3% | +41.4% | +2.8% | +18.5% |
| 5Y | +45.7% | +9.3% | +36.4% | +31.0% |
| All | +134.7% | +286.8% | -152.1% | +34.4% |
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