+213.6%
RF vs PRU
+99.2%
+114.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.4% |
| 7D | +1.9% | +3.6% | -1.7% | -1.2% |
| 30D | +7.3% | +8.9% | -1.5% | -0.9% |
| 3M | -7.9% | +0.2% | -8.1% | -8.5% |
| 6M | +10.5% | +23.7% | -13.2% | -9.2% |
| YTD | +9.6% | +13.7% | -4.1% | -3.8% |
| 1Y | +20.3% | +20.6% | -0.3% | +0.1% |
| 3Y | +119.5% | +56.3% | +63.2% | +42.9% |
| 5Y | +48.2% | +42.3% | +5.9% | +5.6% |
| All | +213.6% | +99.2% | +114.4% | +54.2% |
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