+4,397.5%
EW vs PRU
+809.8%
+3,587.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +2.2% |
| 7D | +6.8% | +4.8% | +2.0% | +5.7% |
| 30D | +16.6% | +7.9% | +8.7% | +14.7% |
| 3M | +13.3% | +3.1% | +10.2% | +12.5% |
| 6M | +21.6% | +25.2% | -3.6% | +15.7% |
| YTD | +18.3% | +12.7% | +5.5% | +14.9% |
| 1Y | +21.7% | +23.5% | -1.8% | +15.9% |
| 3Y | +50.3% | +50.6% | -0.3% | +36.1% |
| 5Y | -15.0% | +40.9% | -55.9% | -22.6% |
| 10Y | +237.5% | +125.5% | +112.0% | +168.4% |
| All | +4,397.5% | +809.8% | +3,587.7% | +2,176.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling