+47.4%
TER vs PRU
+20.5%
+26.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +24.0% | 0.0% | +24.0% | +23.8% |
| 30D | -30.6% | +7.9% | -38.6% | -30.5% |
| 3M | -34.5% | +0.9% | -35.4% | -33.6% |
| 6M | -26.4% | +22.4% | -48.7% | -31.1% |
| YTD | +36.4% | +12.7% | +23.7% | +25.9% |
| 1Y | +47.4% | +19.6% | +27.8% | +34.4% |
| All | +47.4% | +20.5% | +26.9% | +34.4% |
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