+171.7%
RF vs PRU
+809.8%
-638.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | +0.2% |
| 7D | -1.6% | +4.8% | -6.4% | -5.0% |
| 30D | +5.0% | +7.9% | -2.8% | -0.7% |
| 3M | -10.0% | +3.1% | -13.1% | -12.2% |
| 6M | +3.3% | +25.2% | -21.9% | -12.2% |
| YTD | +7.9% | +12.7% | -4.8% | -1.9% |
| 1Y | +21.2% | +23.5% | -2.2% | +3.4% |
| 3Y | +105.8% | +50.6% | +55.2% | +52.6% |
| 5Y | +43.7% | +40.9% | +2.9% | +13.4% |
| 10Y | +289.4% | +125.5% | +164.0% | +127.1% |
| All | +171.7% | +809.8% | -638.1% | -24.5% |
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