+196.8%
ECL vs PRU
+115.4%
+81.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -0.5% |
| 7D | -0.8% | +2.4% | -3.2% | -1.8% |
| 30D | +8.1% | +6.1% | +2.0% | +5.3% |
| 3M | +6.4% | -0.7% | +7.1% | +6.5% |
| 6M | +14.8% | +22.1% | -7.3% | +4.7% |
| YTD | +15.5% | +9.8% | +5.7% | +9.8% |
| 1Y | +20.1% | +19.4% | +0.8% | +9.9% |
| 3Y | +77.8% | +50.4% | +27.4% | +42.0% |
| 5Y | +37.9% | +37.2% | +0.7% | +13.6% |
| All | +196.8% | +115.4% | +81.4% | +74.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling