-2.1%
ELV vs PRU
+56.8%
-58.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.2% |
| 7D | +1.0% | +3.6% | -2.7% | +0.2% |
| 30D | +0.4% | +8.9% | -8.5% | -1.4% |
| 3M | +8.4% | +0.2% | +8.2% | +8.2% |
| 6M | +8.4% | +23.7% | -15.3% | +4.0% |
| YTD | +24.4% | +13.7% | +10.6% | +20.9% |
| 1Y | +33.5% | +20.6% | +12.9% | +28.7% |
| 3Y | -2.1% | +56.3% | -58.4% | -9.1% |
| All | -2.1% | +56.8% | -58.8% | -9.1% |
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