+2,042.2%
ELV vs PRU
+806.6%
+1,235.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | +3.3% | +1.9% | +1.5% | +2.7% |
| 30D | +4.2% | +2.7% | +1.4% | +3.3% |
| 3M | -0.1% | +19.5% | -19.5% | -5.4% |
| 6M | +41.3% | +26.6% | +14.6% | +31.0% |
| YTD | +17.4% | +12.3% | +5.1% | +12.9% |
| 1Y | +35.1% | +18.0% | +17.0% | +27.7% |
| 3Y | -3.2% | +47.0% | -50.3% | -16.1% |
| 5Y | +15.6% | +48.4% | -32.8% | -1.5% |
| 10Y | +276.8% | +142.4% | +134.3% | +162.7% |
| All | +2,042.2% | +806.6% | +1,235.7% | +630.6% |
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