+236.1%
EW vs PRU
+107.2%
+128.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | +9.3% | +3.8% | +5.5% | +7.8% |
| 30D | +22.1% | +9.0% | +13.0% | +18.4% |
| 3M | +13.0% | +2.1% | +10.9% | +11.9% |
| 6M | +30.1% | +25.4% | +4.7% | +19.6% |
| YTD | +22.0% | +13.5% | +8.5% | +15.8% |
| 1Y | +23.7% | +21.3% | +2.4% | +14.6% |
| 3Y | +62.0% | +55.1% | +6.9% | +34.6% |
| 5Y | -12.4% | +43.6% | -56.0% | -26.3% |
| 10Y | +236.1% | +99.2% | +136.8% | +120.0% |
| All | +236.1% | +107.2% | +128.8% | +120.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling