+145.5%
TER vs PRU
+50.4%
+95.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.3% | -11.9% | -13.7% |
| 7D | -28.2% | +4.8% | -33.0% | -29.8% |
| 30D | -50.6% | +7.9% | -58.4% | -52.6% |
| 3M | -45.3% | +3.1% | -48.4% | -46.5% |
| 6M | -40.4% | +25.2% | -65.6% | -48.9% |
| YTD | +10.0% | +12.7% | -2.7% | +0.3% |
| 1Y | +13.6% | +23.5% | -9.9% | -2.8% |
| All | +145.5% | +50.4% | +95.1% | +59.8% |
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 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