+1,001.8%
TER vs PRU
+115.4%
+886.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.4% | +10.4% | +11.5% |
| 7D | -5.8% | +3.2% | -8.9% | -7.3% |
| 30D | -38.9% | +7.9% | -46.8% | -41.6% |
| 3M | -35.1% | +1.8% | -36.9% | -36.3% |
| 6M | -31.6% | +24.1% | -55.7% | -40.3% |
| YTD | +27.2% | +12.4% | +14.9% | +17.0% |
| 1Y | +35.2% | +20.9% | +14.3% | +19.4% |
| 3Y | +192.8% | +55.5% | +137.3% | +124.4% |
| 5Y | +72.4% | +42.7% | +29.8% | +37.9% |
| 10Y | +1,001.8% | +106.1% | +895.7% | +646.5% |
| All | +1,001.8% | +115.4% | +886.4% | +646.5% |
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 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