+78.1%
EFX vs PRU
+107.2%
-29.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.5% |
| 7D | +0.3% | +3.8% | -3.5% | -1.4% |
| 30D | +29.1% | +9.0% | +20.1% | +24.7% |
| 3M | +4.3% | +2.1% | +2.1% | +3.4% |
| 6M | +7.7% | +25.4% | -17.7% | -1.7% |
| YTD | -12.5% | +13.5% | -26.0% | -16.9% |
| 1Y | -8.8% | +21.3% | -30.2% | -15.7% |
| 3Y | +4.3% | +55.1% | -50.8% | -13.2% |
| 5Y | -29.4% | +43.6% | -72.9% | -40.0% |
| 10Y | +78.1% | +99.2% | -21.1% | +27.3% |
| All | +78.1% | +107.2% | -29.1% | +27.3% |
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