+307.8%
EWJ vs PRU
+816.1%
-508.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.5% |
| 7D | -2.4% | +3.8% | -6.2% | -3.3% |
| 30D | -7.6% | +9.0% | -16.7% | -9.7% |
| 3M | -5.9% | +2.1% | -8.0% | -6.5% |
| 6M | -1.5% | +25.4% | -26.9% | -7.3% |
| YTD | +12.6% | +13.5% | -1.0% | +8.4% |
| 1Y | +12.7% | +21.3% | -8.7% | +6.6% |
| 3Y | +63.1% | +55.1% | +8.0% | +43.9% |
| 5Y | +48.2% | +43.6% | +4.7% | +32.0% |
| 10Y | +123.1% | +99.2% | +23.9% | +72.8% |
| All | +307.8% | +816.1% | -508.2% | +63.0% |
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