-24.7%
U vs PRU
+135.3%
-160.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.6% | +8.1% | +7.1% |
| 7D | +36.6% | +2.4% | +34.2% | +33.8% |
| 30D | +13.3% | +6.1% | +7.2% | +8.3% |
| 3M | +26.2% | -0.7% | +26.9% | +25.7% |
| 6M | +88.7% | +22.1% | +66.7% | +64.2% |
| YTD | +16.6% | +9.8% | +6.8% | +8.2% |
| 1Y | +29.0% | +19.4% | +9.6% | +13.3% |
| 3Y | +99.5% | +50.4% | +49.1% | +51.9% |
| 5Y | -66.1% | +37.2% | -103.3% | -73.1% |
| All | -24.7% | +135.3% | -160.0% | -21.6% |
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