+238.5%
TER vs PRU
+47.2%
+191.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.4% | +6.0% |
| 7D | +0.6% | +1.9% | -1.2% | -0.5% |
| 30D | -8.3% | +2.7% | -11.0% | -9.7% |
| 3M | -12.2% | +19.5% | -31.7% | -22.0% |
| 6M | +17.1% | +26.6% | -9.6% | -0.1% |
| YTD | +84.7% | +12.3% | +72.3% | +69.3% |
| 1Y | +199.9% | +18.0% | +181.9% | +165.3% |
| All | +238.5% | +47.2% | +191.3% | +152.7% |
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