+19.3%
ECL vs PRU
+20.9%
-1.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.3% |
| 7D | +2.9% | +3.6% | -0.8% | +1.7% |
| 30D | +7.5% | +8.9% | -1.4% | +5.0% |
| 3M | +12.2% | +0.2% | +12.1% | +11.8% |
| 6M | +24.6% | +23.7% | +0.8% | +17.7% |
| YTD | +18.8% | +13.7% | +5.0% | +13.1% |
| 1Y | +19.3% | +20.6% | -1.3% | +10.2% |
| All | +19.3% | +20.9% | -1.6% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling