+134.3%
ED vs PRU
+115.4%
+18.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.6% |
| 7D | -0.1% | +3.2% | -3.2% | -0.7% |
| 30D | +11.6% | +7.9% | +3.7% | +10.0% |
| 3M | +10.5% | +1.8% | +8.7% | +10.1% |
| 6M | +13.2% | +24.1% | -10.9% | +8.6% |
| YTD | +22.1% | +12.4% | +9.8% | +19.0% |
| 1Y | +24.2% | +20.9% | +3.2% | +19.2% |
| 3Y | +46.9% | +55.5% | -8.6% | +32.0% |
| 5Y | +80.8% | +42.7% | +38.2% | +63.5% |
| 10Y | +134.3% | +106.1% | +28.1% | +80.4% |
| All | +134.3% | +115.4% | +18.8% | +80.4% |
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 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