+308.8%
EWY vs PRU
+135.5%
+173.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.0% |
| 7D | +6.7% | -1.9% | +8.5% | +7.4% |
| 30D | +17.0% | -2.6% | +19.5% | +18.0% |
| 3M | +3.7% | +14.7% | -11.0% | -2.4% |
| 6M | +42.5% | +25.7% | +16.8% | +29.2% |
| YTD | +96.2% | +8.3% | +88.0% | +88.2% |
| 1Y | +160.4% | +17.3% | +143.0% | +141.0% |
| 3Y | +231.7% | +43.2% | +188.5% | +177.8% |
| 5Y | +153.3% | +43.5% | +109.7% | +108.7% |
| 10Y | +308.8% | +134.6% | +174.3% | +160.0% |
| All | +308.8% | +135.5% | +173.3% | +160.0% |
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 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