+1,006.2%
TER vs PRU
+107.2%
+899.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.3% | -0.8% |
| 7D | -8.9% | +3.8% | -12.7% | -10.7% |
| 30D | -39.1% | +9.0% | -48.1% | -42.1% |
| 3M | -32.8% | +2.1% | -34.9% | -34.0% |
| 6M | -31.7% | +25.4% | -57.1% | -40.8% |
| YTD | +26.9% | +13.5% | +13.4% | +16.0% |
| 1Y | +33.6% | +21.3% | +12.2% | +17.6% |
| 3Y | +181.5% | +55.1% | +126.4% | +115.8% |
| 5Y | +76.1% | +43.6% | +32.6% | +40.2% |
| 10Y | +1,006.2% | +99.2% | +907.0% | +620.1% |
| All | +1,006.2% | +107.2% | +899.0% | +620.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling