+1,262.1%
TER vs PRU
+806.6%
+455.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.4% | +5.9% |
| 7D | +0.6% | +1.9% | -1.2% | -0.3% |
| 30D | -8.3% | +2.7% | -11.0% | -9.5% |
| 3M | -12.2% | +19.5% | -31.7% | -19.9% |
| 6M | +17.1% | +26.6% | -9.6% | +4.0% |
| YTD | +84.7% | +12.3% | +72.3% | +73.2% |
| 1Y | +199.9% | +18.0% | +181.9% | +174.3% |
| 3Y | +232.8% | +47.0% | +185.7% | +174.6% |
| 5Y | +198.6% | +48.4% | +150.1% | +145.0% |
| 10Y | +1,669.7% | +142.4% | +1,527.3% | +980.7% |
| All | +1,262.1% | +806.6% | +455.5% | +115.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling