-9.3%
EFX vs PRU
+20.5%
-29.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.5% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | +25.3% | +7.9% | +17.4% | +18.3% |
| 3M | +3.8% | +0.9% | +2.9% | +2.4% |
| 6M | +12.7% | +22.4% | -9.6% | -1.6% |
| YTD | -13.1% | +12.7% | -25.8% | -19.6% |
| 1Y | -9.3% | +19.6% | -28.9% | -20.4% |
| All | -9.3% | +20.5% | -29.8% | -20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling