+172.8%
W vs PRU
+55.2%
+117.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.2% | +2.1% |
| 7D | +3.3% | +3.2% | +0.1% | +0.4% |
| 30D | +10.5% | +7.9% | +2.6% | +2.3% |
| 3M | +9.6% | +1.8% | +7.8% | +7.3% |
| 6M | +76.4% | +24.1% | +52.2% | +39.8% |
| YTD | +16.4% | +12.4% | +4.0% | +2.5% |
| 1Y | +9.3% | +20.9% | -11.6% | -11.5% |
| 3Y | +172.8% | +55.5% | +117.3% | +39.4% |
| All | +172.8% | +55.2% | +117.6% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling