+52.2%
EW vs PRU
+46.4%
+5.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +14.3% |
| 6M | +22.8% | +22.1% | +0.7% | +16.0% |
| YTD | +19.8% | +9.8% | +10.0% | +16.1% |
| 1Y | +23.9% | +19.4% | +4.5% | +17.3% |
| 3Y | +52.2% | +50.4% | +1.9% | +32.1% |
| All | +52.2% | +46.4% | +5.8% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling