+2,147.2%
ELV vs PRU
+785.9%
+1,361.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.2% | -0.7% |
| 7D | +1.3% | +2.4% | -1.1% | +0.6% |
| 30D | +5.3% | +6.1% | -0.9% | +3.4% |
| 3M | +9.2% | -0.7% | +9.9% | +9.4% |
| 6M | +14.5% | +22.1% | -7.5% | +7.6% |
| YTD | +23.2% | +9.8% | +13.4% | +19.2% |
| 1Y | +38.0% | +19.4% | +18.7% | +30.2% |
| 3Y | -1.5% | +50.4% | -51.9% | -15.1% |
| 5Y | +8.5% | +37.2% | -28.7% | -5.4% |
| 10Y | +309.5% | +119.5% | +190.0% | +193.8% |
| All | +2,147.2% | +785.9% | +1,361.3% | +671.5% |
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