+272.5%
RF vs PRU
+115.4%
+157.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.3% | +2.0% |
| 7D | -0.9% | +2.4% | -3.3% | -3.3% |
| 30D | +6.0% | +6.1% | -0.1% | +0.2% |
| 3M | -8.9% | -0.7% | -8.2% | -8.8% |
| 6M | +2.3% | +22.1% | -19.7% | -14.9% |
| YTD | +7.6% | +9.8% | -2.2% | -2.7% |
| 1Y | +21.2% | +19.4% | +1.8% | +1.7% |
| 3Y | +108.5% | +50.4% | +58.2% | +40.3% |
| 5Y | +43.2% | +37.2% | +6.1% | +5.3% |
| All | +272.5% | +115.4% | +157.1% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 10y: compounded portfolio wealth divided by compounded PRU 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…
10y analysis · Full analysis span regression · 6 months rolling