+809.8%
PRU vs SONY
+246.0%
+563.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.7% |
| 7D | +3.8% | +5.2% | -1.4% | +1.0% |
| 30D | +9.0% | +10.7% | -1.7% | +3.4% |
| 3M | +2.1% | +12.1% | -10.0% | -3.9% |
| 6M | +25.4% | +32.6% | -7.1% | +7.4% |
| YTD | +13.5% | +4.3% | +9.2% | +9.0% |
| 1Y | +21.3% | -4.5% | +25.8% | +21.4% |
| 3Y | +55.1% | +56.9% | -1.8% | +16.1% |
| 5Y | +43.6% | +12.5% | +31.1% | +23.7% |
| 10Y | +99.2% | +371.7% | -272.5% | -24.4% |
| All | +809.8% | +246.0% | +563.8% | +201.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling