+190.9%
RF vs PRU
+806.6%
-615.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.6% |
| 7D | +1.3% | +1.9% | -0.5% | 0.0% |
| 30D | -3.6% | +2.7% | -6.3% | -5.4% |
| 3M | +8.1% | +19.5% | -11.4% | -4.8% |
| 6M | +11.5% | +26.6% | -15.2% | -6.0% |
| YTD | +15.6% | +12.3% | +3.2% | +5.6% |
| 1Y | +15.7% | +18.0% | -2.4% | +2.2% |
| 3Y | +86.9% | +47.0% | +39.9% | +41.7% |
| 5Y | +89.8% | +48.4% | +41.4% | +45.1% |
| 10Y | +344.7% | +142.4% | +202.2% | +148.0% |
| All | +190.9% | +806.6% | -615.6% | -18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling