+81.7%
EFX vs PRU
+102.7%
-21.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -2.0% | -2.8% | +0.9% | -0.9% |
| 30D | +27.9% | +8.5% | +19.4% | +23.7% |
| 3M | +3.8% | +1.7% | +2.1% | +3.1% |
| 6M | +13.0% | +24.8% | -11.8% | +3.4% |
| YTD | -12.4% | +13.3% | -25.7% | -16.7% |
| 1Y | -10.4% | +21.4% | -31.8% | -17.2% |
| 3Y | +4.4% | +54.8% | -50.3% | -13.0% |
| 5Y | -28.9% | +42.4% | -71.3% | -39.4% |
| 10Y | +81.7% | +98.4% | -16.7% | +29.9% |
| All | +81.7% | +102.7% | -21.0% | +29.9% |
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