+273.8%
RF vs PRU
+121.2%
+152.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | +0.8% |
| 7D | -1.6% | +4.8% | -6.4% | -5.9% |
| 30D | +5.0% | +7.9% | -2.8% | -2.1% |
| 3M | -10.0% | +3.1% | -13.1% | -12.8% |
| 6M | +3.3% | +25.2% | -21.9% | -16.0% |
| YTD | +7.9% | +12.7% | -4.8% | -4.6% |
| 1Y | +21.2% | +23.5% | -2.2% | -1.2% |
| 3Y | +105.8% | +50.6% | +55.2% | +38.5% |
| 5Y | +43.7% | +40.9% | +2.9% | +3.3% |
| All | +273.8% | +121.2% | +152.6% | +64.4% |
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