+141.8%
ED vs PRU
+102.7%
+39.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -0.9% | -2.8% | +1.9% | -0.4% |
| 30D | +11.2% | +8.5% | +2.7% | +9.5% |
| 3M | +11.8% | +1.7% | +10.0% | +11.3% |
| 6M | +14.1% | +24.8% | -10.7% | +9.3% |
| YTD | +23.0% | +13.3% | +9.7% | +19.6% |
| 1Y | +23.7% | +21.4% | +2.3% | +18.6% |
| 3Y | +47.7% | +54.8% | -7.0% | +32.8% |
| 5Y | +82.6% | +42.4% | +40.3% | +65.1% |
| 10Y | +141.8% | +98.4% | +43.3% | +82.0% |
| All | +141.8% | +102.7% | +39.1% | +82.0% |
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