+41.6%
EWJ vs PRU
+36.1%
+5.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.9% |
| 7D | -5.0% | +2.4% | -7.4% | -5.8% |
| 30D | -10.2% | +6.1% | -16.4% | -12.2% |
| 3M | -7.2% | -0.7% | -6.5% | -7.2% |
| 6M | -3.2% | +22.1% | -25.3% | -10.4% |
| YTD | +9.9% | +9.8% | +0.1% | +5.4% |
| 1Y | +11.0% | +19.4% | -8.4% | +3.1% |
| 3Y | +57.3% | +50.4% | +7.0% | +32.5% |
| All | +41.6% | +36.1% | +5.4% | +22.5% |
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 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