-69.4%
U vs PRU
+48.6%
-118.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.1% |
| 7D | -3.8% | +1.9% | -5.7% | -5.5% |
| 30D | +17.5% | +2.7% | +14.7% | +14.6% |
| 3M | +38.7% | +19.5% | +19.3% | +16.7% |
| 6M | +104.4% | +26.6% | +77.8% | +61.4% |
| YTD | -5.7% | +12.3% | -18.0% | -16.7% |
| 1Y | +3.7% | +18.0% | -14.4% | -13.6% |
| 3Y | +12.3% | +47.0% | -34.7% | -29.6% |
| All | -69.4% | +48.6% | -118.0% | -80.3% |
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