+55.1%
PRU vs SONY
+58.0%
-2.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.4% |
| 7D | +3.8% | +5.2% | -1.4% | +2.3% |
| 30D | +9.0% | +10.7% | -1.7% | +6.0% |
| 3M | +2.1% | +12.1% | -10.0% | -1.1% |
| 6M | +25.4% | +32.6% | -7.1% | +15.3% |
| YTD | +13.5% | +4.3% | +9.2% | +11.6% |
| 1Y | +21.3% | -4.5% | +25.8% | +22.2% |
| 3Y | +55.1% | +56.9% | -1.8% | +38.5% |
| All | +55.1% | +58.0% | -2.8% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling