+204.2%
EQT vs PRU
+43.4%
+160.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.2% |
| 7D | -1.2% | -3.8% | +2.7% | +0.8% |
| 30D | +1.1% | -2.0% | +3.1% | +2.0% |
| 3M | +4.8% | +14.0% | -9.2% | -2.5% |
| 6M | -10.6% | +27.2% | -37.8% | -22.2% |
| YTD | +3.4% | +9.1% | -5.6% | -2.5% |
| 1Y | +8.7% | +18.1% | -9.4% | -2.5% |
| 3Y | +35.0% | +44.3% | -9.3% | +1.0% |
| 5Y | +204.2% | +45.7% | +158.5% | +114.1% |
| All | +204.2% | +43.4% | +160.9% | +114.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling