+1,378.2%
EWY vs PRU
+806.6%
+571.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +5.0% |
| 7D | +4.8% | +1.9% | +2.9% | +4.1% |
| 30D | +11.7% | +2.7% | +8.9% | +10.4% |
| 3M | -7.4% | +19.5% | -26.9% | -14.0% |
| 6M | +40.6% | +26.6% | +13.9% | +27.6% |
| YTD | +94.3% | +12.3% | +81.9% | +84.1% |
| 1Y | +164.3% | +18.0% | +146.2% | +145.0% |
| 3Y | +221.0% | +47.0% | +174.0% | +169.6% |
| 5Y | +139.1% | +48.4% | +90.7% | +97.3% |
| 10Y | +298.8% | +142.4% | +156.4% | +153.0% |
| All | +1,378.2% | +806.6% | +571.7% | +333.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling