+40.1%
ECL vs PRU
+43.3%
-3.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -2.3% | -2.8% | +0.6% | -1.1% |
| 30D | +8.3% | +8.5% | -0.2% | +4.7% |
| 3M | +8.4% | +1.7% | +6.7% | +7.5% |
| 6M | +23.3% | +24.8% | -1.5% | +12.2% |
| YTD | +18.2% | +13.3% | +4.9% | +11.5% |
| 1Y | +18.8% | +21.4% | -2.6% | +8.6% |
| 3Y | +78.5% | +54.8% | +23.7% | +38.7% |
| 5Y | +40.1% | +42.4% | -2.3% | +14.6% |
| All | +40.1% | +43.3% | -3.2% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling