+50.3%
TER vs PRU
+20.7%
+29.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.2% | +8.5% | +8.3% |
| 7D | +5.9% | -2.8% | +8.7% | +5.8% |
| 30D | -30.8% | +8.5% | -39.3% | -30.6% |
| 3M | -29.9% | +1.7% | -31.7% | -29.1% |
| 6M | -27.5% | +24.8% | -52.2% | -32.8% |
| YTD | +37.5% | +13.3% | +24.2% | +26.8% |
| 1Y | +50.3% | +21.4% | +28.9% | +35.8% |
| All | +50.3% | +20.7% | +29.5% | +35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling