+145.6%
W vs PRU
+50.4%
+95.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.3% | -4.9% | -4.7% |
| 7D | -5.6% | +4.8% | -10.4% | -9.8% |
| 30D | +7.5% | +7.9% | -0.3% | -0.4% |
| 3M | +5.4% | +3.1% | +2.3% | +1.7% |
| 6M | +79.4% | +25.2% | +54.2% | +40.9% |
| YTD | +12.9% | +12.7% | +0.2% | -0.9% |
| 1Y | +12.4% | +23.5% | -11.1% | -11.0% |
| All | +145.6% | +50.4% | +95.2% | +29.9% |
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