+848.6%
ED vs PRU
+809.8%
+38.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.4% |
| 7D | +5.2% | +4.8% | +0.4% | +4.4% |
| 30D | +15.5% | +7.9% | +7.7% | +14.3% |
| 3M | +13.0% | +3.1% | +9.9% | +12.5% |
| 6M | +13.1% | +25.2% | -12.1% | +9.5% |
| YTD | +25.3% | +12.7% | +12.5% | +22.8% |
| 1Y | +30.5% | +23.5% | +7.1% | +26.3% |
| 3Y | +49.3% | +50.6% | -1.3% | +39.2% |
| 5Y | +84.6% | +40.9% | +43.7% | +72.4% |
| 10Y | +135.4% | +125.5% | +10.0% | +97.1% |
| All | +848.6% | +809.8% | +38.8% | +408.2% |
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