+200.6%
W vs PRU
+140.8%
+59.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.3% | -4.9% | -6.0% |
| 7D | -5.6% | +4.8% | -10.4% | -8.3% |
| 30D | +7.5% | +7.9% | -0.3% | +2.4% |
| 3M | +5.4% | +3.1% | +2.3% | +3.2% |
| 6M | +79.4% | +25.2% | +54.2% | +54.4% |
| YTD | +12.9% | +12.7% | +0.2% | +4.4% |
| 1Y | +12.4% | +23.5% | -11.1% | -2.2% |
| 3Y | +128.5% | +50.6% | +77.9% | +79.7% |
| 5Y | -54.0% | +40.9% | -94.8% | -61.1% |
| 10Y | +248.8% | +125.5% | +123.3% | +89.7% |
| All | +200.6% | +140.8% | +59.7% | +52.6% |
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