+216.5%
EWY vs PRU
+107.2%
+109.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.4% |
| 7D | -10.2% | +3.8% | -14.0% | -11.5% |
| 30D | -21.5% | +9.0% | -30.5% | -24.2% |
| 3M | -14.7% | +2.1% | -16.8% | -15.7% |
| 6M | -26.8% | +25.4% | -52.2% | -33.8% |
| YTD | +43.2% | +13.5% | +29.6% | +34.4% |
| 1Y | +48.7% | +21.3% | +27.4% | +35.8% |
| 3Y | +147.9% | +55.1% | +92.8% | +100.4% |
| 5Y | +98.8% | +43.6% | +55.3% | +63.3% |
| 10Y | +216.5% | +99.2% | +117.3% | +108.2% |
| All | +216.5% | +107.2% | +109.3% | +108.2% |
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