+711.6%
TER vs PRU
+809.8%
-98.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -52.5% |
| 3M | -45.3% | +3.1% | -48.4% | -46.5% |
| 6M | -40.4% | +25.2% | -65.6% | -47.1% |
| YTD | +10.0% | +12.7% | -2.7% | +2.2% |
| 1Y | +13.6% | +23.5% | -9.9% | +1.2% |
| 3Y | +145.2% | +50.6% | +94.6% | +98.8% |
| 5Y | +50.4% | +40.9% | +9.5% | +25.5% |
| 10Y | +882.9% | +125.5% | +757.5% | +515.3% |
| All | +711.6% | +809.8% | -98.2% | +27.4% |
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