+357.2%
ELF vs PRU
+107.2%
+250.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.2% |
| 7D | +6.3% | +3.8% | +2.5% | +4.3% |
| 30D | +8.5% | +9.0% | -0.5% | +4.0% |
| 3M | +24.4% | +2.1% | +22.3% | +22.7% |
| 6M | +94.7% | +25.4% | +69.3% | +74.1% |
| YTD | +55.9% | +13.5% | +42.3% | +45.6% |
| 1Y | +48.4% | +21.3% | +27.1% | +34.3% |
| 3Y | +24.6% | +55.1% | -30.5% | -0.7% |
| 5Y | +285.0% | +43.6% | +241.5% | +211.2% |
| 10Y | +357.2% | +99.2% | +258.0% | +217.0% |
| All | +357.2% | +107.2% | +250.0% | +217.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling