+193.5%
ECL vs PRU
+107.2%
+86.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.3% | -0.7% |
| 7D | +0.4% | +3.8% | -3.3% | -1.2% |
| 30D | +8.6% | +9.0% | -0.4% | +4.5% |
| 3M | +7.9% | +2.1% | +5.8% | +6.7% |
| 6M | +21.0% | +25.4% | -4.4% | +9.0% |
| YTD | +17.5% | +13.5% | +4.0% | +10.1% |
| 1Y | +19.7% | +21.3% | -1.7% | +8.7% |
| 3Y | +77.4% | +55.1% | +22.3% | +39.7% |
| 5Y | +38.7% | +43.6% | -4.9% | +11.9% |
| 10Y | +193.5% | +99.2% | +94.3% | +72.1% |
| All | +193.5% | +107.2% | +86.3% | +72.1% |
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