+43.6%
PRU vs SONY
+12.1%
+31.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.4% |
| 7D | +3.8% | +5.2% | -1.4% | +2.0% |
| 30D | +9.0% | +10.7% | -1.7% | +5.4% |
| 3M | +2.1% | +12.1% | -10.0% | -1.7% |
| 6M | +25.4% | +32.6% | -7.1% | +13.6% |
| YTD | +13.5% | +4.3% | +9.2% | +11.1% |
| 1Y | +21.3% | -4.5% | +25.8% | +22.1% |
| 3Y | +55.1% | +56.9% | -1.8% | +29.6% |
| 5Y | +43.6% | +12.5% | +31.1% | +28.0% |
| All | +43.6% | +12.1% | +31.5% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling