+40.2%
EFX vs PRU
+139.4%
-99.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.2% |
| 7D | -7.8% | +1.9% | -9.7% | -8.5% |
| 30D | -5.7% | -0.4% | -5.3% | -5.6% |
| 3M | +2.5% | +16.4% | -13.9% | -3.4% |
| 6M | -16.7% | +26.0% | -42.7% | -23.9% |
| YTD | -20.2% | +9.9% | -30.1% | -23.2% |
| 1Y | -31.4% | +18.8% | -50.2% | -36.0% |
| 3Y | -10.5% | +45.3% | -55.9% | -23.4% |
| 5Y | -35.2% | +45.6% | -80.8% | -45.0% |
| 10Y | +40.2% | +139.6% | -99.5% | -0.7% |
| All | +40.2% | +139.4% | -99.2% | -0.7% |
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