+23.9%
EW vs PRU
+19.8%
+4.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +2.0% |
| 7D | +11.0% | +2.4% | +8.6% | +10.2% |
| 30D | +19.1% | +6.1% | +12.9% | +17.2% |
| 3M | +14.4% | -0.7% | +15.1% | +14.2% |
| 6M | +22.8% | +22.1% | +0.7% | +15.5% |
| YTD | +19.8% | +9.8% | +10.0% | +14.4% |
| 1Y | +23.9% | +19.4% | +4.5% | +12.8% |
| All | +23.9% | +19.8% | +4.1% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling