+153.3%
EWY vs PRU
+43.7%
+109.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.0% |
| 7D | +6.7% | -1.9% | +8.5% | +7.3% |
| 30D | +17.0% | -2.6% | +19.5% | +17.9% |
| 3M | +3.7% | +14.7% | -11.0% | -2.1% |
| 6M | +42.5% | +25.7% | +16.8% | +29.7% |
| YTD | +96.2% | +8.3% | +88.0% | +88.5% |
| 1Y | +160.4% | +17.3% | +143.0% | +141.6% |
| 3Y | +231.7% | +43.2% | +188.5% | +174.9% |
| 5Y | +153.3% | +43.5% | +109.7% | +106.5% |
| All | +153.3% | +43.7% | +109.5% | +106.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling