+109.3%
RF vs PRU
+50.4%
+58.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | +0.4% |
| 7D | -1.6% | +4.8% | -6.4% | -5.3% |
| 30D | +5.0% | +7.9% | -2.8% | -1.2% |
| 3M | -10.0% | +3.1% | -13.1% | -12.4% |
| 6M | +3.3% | +25.2% | -21.9% | -13.9% |
| YTD | +7.9% | +12.7% | -4.8% | -2.8% |
| 1Y | +21.2% | +23.5% | -2.2% | +1.1% |
| All | +109.3% | +50.4% | +58.9% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling