+71.7%
TER vs PRU
+42.1%
+29.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.9% |
| 7D | +14.4% | +3.6% | +10.7% | +12.1% |
| 30D | -30.6% | +8.9% | -39.4% | -34.5% |
| 3M | -39.2% | +0.2% | -39.4% | -39.7% |
| 6M | -31.3% | +23.7% | -55.0% | -41.6% |
| YTD | +29.1% | +13.7% | +15.3% | +15.6% |
| 1Y | +47.4% | +20.6% | +26.8% | +26.6% |
| 3Y | +191.2% | +56.3% | +134.9% | +102.5% |
| All | +71.7% | +42.1% | +29.6% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling