+125.9%
EWJ vs PRU
+99.2%
+26.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | +4.0% | +3.6% | +0.4% | +2.8% |
| 30D | -4.3% | +8.9% | -13.1% | -6.9% |
| 3M | -6.8% | +0.2% | -7.0% | -7.0% |
| 6M | -0.9% | +23.7% | -24.6% | -7.7% |
| YTD | +14.3% | +13.7% | +0.5% | +9.0% |
| 1Y | +15.3% | +20.6% | -5.3% | +7.9% |
| 3Y | +65.6% | +56.3% | +9.3% | +41.5% |
| 5Y | +47.5% | +42.3% | +5.1% | +27.9% |
| All | +125.9% | +99.2% | +26.7% | +67.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling