+90.1%
RF vs PRU
+48.6%
+41.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.8% |
| 7D | +1.3% | +1.9% | -0.5% | -0.4% |
| 30D | -3.6% | +2.7% | -6.3% | -5.9% |
| 3M | +8.1% | +19.5% | -11.4% | -8.1% |
| 6M | +11.5% | +26.6% | -15.2% | -10.5% |
| YTD | +15.6% | +12.3% | +3.2% | +2.9% |
| 1Y | +15.7% | +18.0% | -2.4% | -1.7% |
| 3Y | +86.9% | +47.0% | +39.9% | +25.6% |
| All | +90.1% | +48.6% | +41.5% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling