-9.9%
EFX vs PRU
+50.2%
-60.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.0% | -5.4% | -5.8% |
| 7D | -8.6% | +1.9% | -10.5% | -9.5% |
| 30D | +0.1% | +2.7% | -2.6% | -1.4% |
| 3M | +3.8% | +19.5% | -15.6% | -5.6% |
| 6M | -13.5% | +26.6% | -40.2% | -23.9% |
| YTD | -17.7% | +12.3% | -30.0% | -22.9% |
| 1Y | -25.6% | +18.0% | -43.6% | -32.2% |
| All | -9.9% | +50.2% | -60.1% | -32.9% |
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 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