+147.2%
EFA vs PRU
+139.1%
+8.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | +0.2% |
| 7D | +1.2% | +1.9% | -0.7% | +0.5% |
| 30D | -0.7% | -0.4% | -0.3% | -0.6% |
| 3M | +6.4% | +16.4% | -10.0% | +0.4% |
| 6M | +11.4% | +26.0% | -14.7% | +2.0% |
| YTD | +14.0% | +9.9% | +4.1% | +9.4% |
| 1Y | +20.2% | +18.8% | +1.4% | +11.9% |
| 3Y | +68.2% | +45.3% | +22.9% | +42.7% |
| 5Y | +54.8% | +45.6% | +9.2% | +29.6% |
| All | +147.2% | +139.1% | +8.1% | +59.7% |
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