+229.5%
EWY vs PRU
+99.2%
+130.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.1% |
| 7D | +4.2% | +3.6% | +0.6% | +2.8% |
| 30D | -10.7% | +8.9% | -19.5% | -13.7% |
| 3M | -20.1% | +0.2% | -20.2% | -20.5% |
| 6M | -24.3% | +23.7% | -48.0% | -31.1% |
| YTD | +46.9% | +13.7% | +33.1% | +37.7% |
| 1Y | +55.2% | +20.6% | +34.6% | +42.0% |
| 3Y | +157.0% | +56.3% | +100.6% | +107.0% |
| 5Y | +98.9% | +42.3% | +56.5% | +63.9% |
| All | +229.5% | +99.2% | +130.3% | +117.5% |
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