+164.3%
EWY vs PRU
+19.0%
+145.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +4.6% |
| 7D | +4.8% | +1.9% | +2.9% | +4.8% |
| 30D | +11.7% | +2.7% | +8.9% | +11.6% |
| 3M | -7.4% | +19.5% | -26.9% | -9.2% |
| 6M | +40.6% | +26.6% | +13.9% | +34.9% |
| YTD | +94.3% | +12.3% | +81.9% | +86.8% |
| 1Y | +164.3% | +18.0% | +146.2% | +150.7% |
| All | +164.3% | +19.0% | +145.3% | +150.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling