+202.3%
ECL vs PRU
+99.2%
+103.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.2% |
| 7D | +2.9% | +3.6% | -0.8% | +1.3% |
| 30D | +7.5% | +8.9% | -1.4% | +3.5% |
| 3M | +12.2% | +0.2% | +12.1% | +12.0% |
| 6M | +24.6% | +23.7% | +0.8% | +12.9% |
| YTD | +18.8% | +13.7% | +5.0% | +11.1% |
| 1Y | +19.3% | +20.6% | -1.3% | +8.7% |
| 3Y | +78.2% | +56.3% | +21.9% | +39.8% |
| 5Y | +38.8% | +42.3% | -3.5% | +12.4% |
| All | +202.3% | +99.2% | +103.0% | +78.6% |
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 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