+42.1%
U vs PRU
+20.9%
+21.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.3% | +4.9% |
| 7D | +2.6% | +3.6% | -1.1% | +1.1% |
| 30D | +27.6% | +8.9% | +18.7% | +21.0% |
| 3M | +15.3% | +0.2% | +15.1% | +14.6% |
| 6M | +96.4% | +23.7% | +72.7% | +73.3% |
| YTD | +19.6% | +13.7% | +5.8% | +11.1% |
| 1Y | +42.1% | +20.6% | +21.5% | +31.1% |
| All | +42.1% | +20.9% | +21.2% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling