+844.0%
EFX vs PRU
+806.6%
+37.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.0% | -5.4% | -6.1% |
| 7D | -8.6% | +1.9% | -10.5% | -9.1% |
| 30D | +0.1% | +2.7% | -2.6% | -0.8% |
| 3M | +3.8% | +19.5% | -15.6% | -1.7% |
| 6M | -13.5% | +26.6% | -40.2% | -19.6% |
| YTD | -17.7% | +12.3% | -30.0% | -20.6% |
| 1Y | -25.6% | +18.0% | -43.6% | -29.4% |
| 3Y | -12.1% | +47.0% | -59.1% | -22.3% |
| 5Y | -33.8% | +48.4% | -82.2% | -42.1% |
| 10Y | +45.1% | +142.4% | -97.3% | +3.1% |
| All | +844.0% | +806.6% | +37.4% | +191.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling