+793.0%
EQT vs PRU
+786.9%
+6.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.7% |
| 7D | -0.8% | +1.9% | -2.8% | -1.5% |
| 30D | +6.6% | -0.4% | +7.1% | +6.7% |
| 3M | +4.4% | +16.4% | -12.1% | -1.3% |
| 6M | -10.5% | +26.0% | -36.5% | -18.1% |
| YTD | +3.7% | +9.9% | -6.2% | -0.7% |
| 1Y | +9.9% | +18.8% | -8.9% | +2.2% |
| 3Y | +35.4% | +45.3% | -10.0% | +15.9% |
| 5Y | +189.2% | +45.6% | +143.6% | +148.1% |
| 10Y | +50.7% | +139.6% | -88.9% | +4.4% |
| All | +793.0% | +786.9% | +6.1% | +251.2% |
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