+146.5%
EFA vs PRU
+99.2%
+47.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | -0.2% |
| 7D | +2.2% | +3.6% | -1.4% | +0.9% |
| 30D | +1.4% | +8.9% | -7.5% | -1.8% |
| 3M | -4.2% | +0.2% | -4.3% | -4.4% |
| 6M | +1.9% | +23.7% | -21.8% | -6.1% |
| YTD | +10.2% | +13.7% | -3.6% | +4.3% |
| 1Y | +12.8% | +20.6% | -7.8% | +4.4% |
| 3Y | +65.2% | +56.3% | +8.9% | +36.2% |
| 5Y | +49.8% | +42.3% | +7.5% | +26.3% |
| All | +146.5% | +99.2% | +47.3% | +68.6% |
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