-54.2%
W vs PRU
+36.1%
-90.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | +1.5% |
| 7D | -3.6% | +2.4% | -6.0% | -5.8% |
| 30D | +7.0% | +6.1% | +0.8% | +0.3% |
| 3M | +7.4% | -0.7% | +8.1% | +7.8% |
| 6M | +69.3% | +22.1% | +47.2% | +34.8% |
| YTD | +11.3% | +9.8% | +1.5% | -0.5% |
| 1Y | +13.2% | +19.4% | -6.1% | -8.2% |
| 3Y | +142.0% | +50.4% | +91.7% | +47.4% |
| All | -54.2% | +36.1% | -90.4% | -66.6% |
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 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