-7.4%
EW vs PRU
+43.3%
-50.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +6.5% | -2.8% | +9.3% | +7.4% |
| 30D | +22.5% | +8.5% | +14.0% | +19.3% |
| 3M | +13.0% | +1.7% | +11.2% | +12.1% |
| 6M | +37.1% | +24.8% | +12.4% | +27.4% |
| YTD | +24.1% | +13.3% | +10.8% | +18.5% |
| 1Y | +24.2% | +21.4% | +2.9% | +16.0% |
| 3Y | +64.8% | +54.8% | +10.0% | +38.1% |
| 5Y | -7.4% | +42.4% | -49.8% | -18.6% |
| All | -7.4% | +43.3% | -50.7% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling