+42.1%
RF vs PRU
+36.1%
+6.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.3% | +1.9% |
| 7D | -0.9% | +2.4% | -3.3% | -3.3% |
| 30D | +6.0% | +6.1% | -0.1% | +0.1% |
| 3M | -8.9% | -0.7% | -8.2% | -8.8% |
| 6M | +2.3% | +22.1% | -19.7% | -15.1% |
| YTD | +7.6% | +9.8% | -2.2% | -2.7% |
| 1Y | +21.2% | +19.4% | +1.8% | +1.4% |
| 3Y | +108.5% | +50.4% | +58.2% | +36.0% |
| All | +42.1% | +36.1% | +6.0% | +1.8% |
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