+65.9%
EW vs PRU
+56.8%
+9.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.3% | +1.0% |
| 7D | +4.9% | +3.6% | +1.3% | +3.9% |
| 30D | +23.9% | +8.9% | +15.1% | +21.1% |
| 3M | +15.8% | +0.2% | +15.6% | +15.5% |
| 6M | +31.7% | +23.7% | +7.9% | +23.9% |
| YTD | +25.7% | +13.7% | +11.9% | +20.6% |
| 1Y | +24.4% | +20.6% | +3.8% | +17.5% |
| 3Y | +65.9% | +56.3% | +9.5% | +45.7% |
| All | +65.9% | +56.8% | +9.1% | +45.7% |
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