+151.8%
TER vs PRU
+46.4%
+105.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +3.8% |
| 7D | -20.5% | +2.4% | -22.9% | -21.4% |
| 30D | -47.0% | +6.1% | -53.1% | -48.8% |
| 3M | -43.3% | -0.7% | -42.6% | -43.4% |
| 6M | -42.9% | +22.1% | -65.0% | -50.5% |
| YTD | +12.9% | +9.8% | +3.1% | +4.1% |
| 1Y | +18.2% | +19.4% | -1.2% | +2.9% |
| 3Y | +151.8% | +50.4% | +101.4% | +65.9% |
| All | +151.8% | +46.4% | +105.4% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling