+4.8%
EFX vs PRU
+56.8%
-52.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.2% |
| 7D | -0.8% | +3.6% | -4.4% | -2.8% |
| 30D | +25.1% | +8.9% | +16.2% | +19.2% |
| 3M | +1.7% | +0.2% | +1.5% | +1.3% |
| 6M | +18.4% | +23.7% | -5.4% | +5.4% |
| YTD | -12.5% | +13.7% | -26.3% | -18.7% |
| 1Y | -8.1% | +20.6% | -28.7% | -17.1% |
| 3Y | +4.8% | +56.3% | -51.5% | -28.2% |
| All | +4.8% | +56.8% | -52.0% | -28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling