+2,108.3%
ELV vs PRU
+806.8%
+1,301.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -2.4% |
| 7D | +1.1% | +3.2% | -2.0% | +0.1% |
| 30D | +1.3% | +7.9% | -6.6% | -1.0% |
| 3M | +6.6% | +1.8% | +4.8% | +5.9% |
| 6M | +11.6% | +24.1% | -12.6% | +4.2% |
| YTD | +21.1% | +12.4% | +8.7% | +16.3% |
| 1Y | +34.2% | +20.9% | +13.3% | +26.1% |
| 3Y | -2.9% | +55.5% | -58.4% | -17.2% |
| 5Y | +4.6% | +42.7% | -38.0% | -9.9% |
| 10Y | +272.8% | +106.1% | +166.7% | +172.1% |
| All | +2,108.3% | +806.8% | +1,301.5% | +652.6% |
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