+138.5%
EWJ vs PRU
+139.4%
-0.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | +0.3% |
| 7D | +2.9% | +1.9% | +1.0% | +2.3% |
| 30D | +1.1% | -0.4% | +1.5% | +1.2% |
| 3M | +7.1% | +16.4% | -9.3% | +1.9% |
| 6M | +16.2% | +26.0% | -9.8% | +7.7% |
| YTD | +22.0% | +9.9% | +12.1% | +17.8% |
| 1Y | +26.2% | +18.8% | +7.4% | +18.7% |
| 3Y | +73.5% | +45.3% | +28.1% | +51.9% |
| 5Y | +52.7% | +45.6% | +7.1% | +31.9% |
| 10Y | +138.5% | +139.6% | -1.1% | +72.5% |
| All | +138.5% | +139.4% | -0.9% | +72.5% |
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