+800.4%
PRU vs SONY
+218.2%
+582.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.2% |
| 7D | +1.9% | -1.2% | +3.0% | +2.5% |
| 30D | +2.7% | +9.4% | -6.7% | -1.9% |
| 3M | +19.5% | +10.5% | +9.0% | +12.8% |
| 6M | +26.6% | +11.7% | +15.0% | +18.2% |
| YTD | +12.3% | -4.1% | +16.4% | +12.8% |
| 1Y | +18.0% | -11.8% | +29.8% | +22.8% |
| 3Y | +47.0% | +45.9% | +1.1% | +14.0% |
| 5Y | +48.4% | +16.3% | +32.1% | +25.3% |
| 10Y | +142.4% | +297.6% | -155.2% | +0.4% |
| All | +800.4% | +218.2% | +582.2% | +212.0% |
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 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