+2.2%
EFA vs PRU
+25.2%
-23.0%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | +1.2% | +3.8% | -2.5% | +0.5% |
| 30D | +0.9% | +9.0% | -8.1% | -0.7% |
| 3M | -3.4% | +2.1% | -5.5% | -4.0% |
| All | +2.2% | +25.2% | -23.0% | -2.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling