+738.1%
ED vs PRU
+806.6%
-68.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.2% |
| 7D | -0.2% | +1.9% | -2.0% | -0.4% |
| 30D | -0.1% | +2.7% | -2.9% | -0.5% |
| 3M | +3.9% | +19.5% | -15.5% | +1.3% |
| 6M | -3.0% | +26.6% | -29.7% | -6.3% |
| YTD | +10.7% | +12.3% | -1.7% | +8.6% |
| 1Y | +13.3% | +18.0% | -4.7% | +10.3% |
| 3Y | +34.5% | +47.0% | -12.5% | +25.8% |
| 5Y | +67.1% | +48.4% | +18.7% | +54.9% |
| 10Y | +103.0% | +142.4% | -39.4% | +68.5% |
| All | +738.1% | +806.6% | -68.5% | +349.4% |
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