+245.4%
EQX vs PRU
+119.6%
+125.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.8% | -1.0% |
| 7D | +3.8% | +1.9% | +1.9% | +3.5% |
| 30D | +9.4% | -0.4% | +9.8% | +9.4% |
| 3M | +16.8% | +16.4% | +0.4% | +14.4% |
| 6M | -23.7% | +26.0% | -49.7% | -26.0% |
| YTD | -9.6% | +9.9% | -19.5% | -11.0% |
| 1Y | +29.1% | +18.8% | +10.4% | +25.8% |
| 3Y | +175.3% | +45.3% | +130.0% | +158.9% |
| 5Y | +77.3% | +45.6% | +31.7% | +66.9% |
| All | +245.4% | +119.6% | +125.8% | +285.1% |
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 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