+72.2%
V vs PRU
+48.6%
+23.6%
-24.1%
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% | -0.6% |
| 7D | -1.7% | +1.9% | -3.6% | -2.5% |
| 30D | +2.0% | +2.7% | -0.8% | +0.7% |
| 3M | +17.4% | +19.5% | -2.1% | +8.4% |
| 6M | +17.5% | +26.6% | -9.1% | +5.5% |
| YTD | +7.6% | +12.3% | -4.8% | +1.7% |
| 1Y | +7.7% | +18.0% | -10.3% | -0.6% |
| 3Y | +54.7% | +47.0% | +7.6% | +25.7% |
| All | +72.2% | +48.6% | +23.6% | +38.4% |
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 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