+910.8%
EFX vs PRU
+785.9%
+124.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.4% |
| 7D | +2.7% | +2.4% | +0.3% | +1.9% |
| 30D | +33.1% | +6.1% | +27.0% | +30.8% |
| 3M | +8.2% | -0.7% | +8.9% | +8.5% |
| 6M | +10.2% | +22.1% | -11.9% | +3.7% |
| YTD | -11.8% | +9.8% | -21.6% | -14.3% |
| 1Y | -6.1% | +19.4% | -25.4% | -11.0% |
| 3Y | +7.5% | +50.4% | -42.9% | -5.6% |
| 5Y | -30.7% | +37.2% | -67.8% | -37.8% |
| 10Y | +68.7% | +119.5% | -50.8% | +23.5% |
| All | +910.8% | +785.9% | +124.9% | +214.9% |
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 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