+18.2%
TER vs PRU
+19.8%
-1.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +2.6% |
| 7D | -20.5% | +2.4% | -22.9% | -20.0% |
| 30D | -47.0% | +6.1% | -53.1% | -46.9% |
| 3M | -43.3% | -0.7% | -42.6% | -42.6% |
| 6M | -42.9% | +22.1% | -65.0% | -47.3% |
| YTD | +12.9% | +9.8% | +3.1% | +4.2% |
| 1Y | +18.2% | +19.4% | -1.2% | +5.9% |
| All | +18.2% | +19.8% | -1.6% | +5.9% |
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