+1,911.8%
ECL vs PRU
+806.6%
+1,105.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -2.6% | +1.9% | -4.5% | -3.1% |
| 30D | -2.2% | +2.7% | -4.9% | -3.0% |
| 3M | +10.1% | +19.5% | -9.4% | +4.6% |
| 6M | -5.7% | +26.6% | -32.4% | -12.0% |
| YTD | +7.0% | +12.3% | -5.4% | +3.0% |
| 1Y | +2.7% | +18.0% | -15.4% | -2.6% |
| 3Y | +57.7% | +47.0% | +10.7% | +38.9% |
| 5Y | +31.1% | +48.4% | -17.3% | +14.6% |
| 10Y | +150.9% | +142.4% | +8.4% | +84.2% |
| All | +1,911.8% | +806.6% | +1,105.3% | +690.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling