+257.4%
ELV vs PRU
+135.5%
+121.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.7% |
| 7D | -2.2% | -1.9% | -0.3% | -1.5% |
| 30D | -0.2% | -2.6% | +2.4% | +0.8% |
| 3M | -6.1% | +14.7% | -20.8% | -11.0% |
| 6M | +42.8% | +25.7% | +17.1% | +30.4% |
| YTD | +14.4% | +8.3% | +6.1% | +10.4% |
| 1Y | +28.6% | +17.3% | +11.3% | +20.2% |
| 3Y | -7.4% | +43.2% | -50.6% | -22.4% |
| 5Y | +14.5% | +43.5% | -29.1% | -6.5% |
| 10Y | +257.4% | +134.6% | +122.9% | +107.4% |
| All | +257.4% | +135.5% | +121.9% | +107.4% |
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