+62.4%
EWY vs PRU
+27.9%
+34.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.6% | -8.5% | -1.4% |
| 7D | -8.3% | +9.8% | -18.1% | -7.7% |
| 30D | -20.5% | +11.6% | -32.1% | -20.0% |
| 3M | -11.1% | +3.7% | -14.8% | -10.4% |
| 6M | -7.0% | +33.0% | -40.0% | -11.3% |
| YTD | +56.5% | +16.6% | +39.9% | +50.0% |
| 1Y | +62.4% | +26.9% | +35.5% | +53.9% |
| All | +62.4% | +27.9% | +34.5% | +53.9% |
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 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