+45.4%
PRU vs SONY
+41.5%
+3.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +2.0% | -1.0% |
| 7D | +1.9% | -5.2% | +7.1% | +3.4% |
| 30D | -0.4% | +0.3% | -0.7% | -0.6% |
| 3M | +16.4% | +6.2% | +10.2% | +14.2% |
| 6M | +26.0% | +9.5% | +16.5% | +22.2% |
| YTD | +9.9% | -8.1% | +18.0% | +11.9% |
| 1Y | +18.8% | -17.9% | +36.7% | +24.7% |
| 3Y | +45.4% | +41.5% | +3.8% | +29.9% |
| All | +45.4% | +41.5% | +3.9% | +29.9% |
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