+101.1%
ED vs PRU
+142.7%
-41.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.2% |
| 7D | -0.2% | +1.9% | -2.0% | -0.5% |
| 30D | -0.1% | +2.7% | -2.9% | -0.6% |
| 3M | +3.9% | +19.5% | -15.5% | +0.6% |
| 6M | -3.0% | +26.6% | -29.7% | -7.3% |
| YTD | +10.7% | +12.3% | -1.7% | +8.0% |
| 1Y | +13.3% | +18.0% | -4.7% | +9.4% |
| 3Y | +34.5% | +47.0% | -12.5% | +22.6% |
| 5Y | +67.1% | +48.4% | +18.7% | +50.2% |
| All | +101.1% | +142.7% | -41.6% | +56.0% |
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