-26.3%
U vs PRU
+143.3%
-169.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.8% |
| 7D | +24.4% | +3.8% | +20.6% | +20.8% |
| 30D | +7.4% | +9.0% | -1.6% | +0.9% |
| 3M | +16.8% | +2.1% | +14.7% | +14.3% |
| 6M | +78.8% | +25.4% | +53.4% | +52.8% |
| YTD | +14.0% | +13.5% | +0.5% | +3.6% |
| 1Y | +16.7% | +21.3% | -4.6% | +1.4% |
| 3Y | +86.4% | +55.1% | +31.3% | +39.1% |
| 5Y | -71.5% | +43.6% | -115.0% | -77.8% |
| All | -26.3% | +143.3% | -169.6% | -25.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling