+2,108.9%
ECL vs PRU
+809.8%
+1,299.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.4% | -2.0% |
| 7D | +1.7% | +4.8% | -3.1% | +0.3% |
| 30D | +8.9% | +7.9% | +1.0% | +6.6% |
| 3M | +7.4% | +3.1% | +4.3% | +6.4% |
| 6M | +19.3% | +25.2% | -5.9% | +11.7% |
| YTD | +17.4% | +12.7% | +4.7% | +13.0% |
| 1Y | +19.4% | +23.5% | -4.1% | +11.9% |
| 3Y | +80.5% | +50.6% | +29.9% | +57.8% |
| 5Y | +40.2% | +40.9% | -0.6% | +24.4% |
| 10Y | +207.8% | +125.5% | +82.4% | +129.9% |
| All | +2,108.9% | +809.8% | +1,299.1% | +766.4% |
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