+66.5%
EWZ vs PRU
+99.2%
-32.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.9% |
| 7D | +0.8% | +3.6% | -2.9% | -1.1% |
| 30D | -24.4% | +8.9% | -33.2% | -27.9% |
| 3M | -4.6% | +0.2% | -4.8% | -5.2% |
| 6M | -11.6% | +23.7% | -35.3% | -21.6% |
| YTD | +2.4% | +13.7% | -11.4% | -5.7% |
| 1Y | +2.1% | +20.6% | -18.5% | -9.0% |
| 3Y | +18.7% | +56.3% | -37.6% | -11.4% |
| 5Y | +54.2% | +42.3% | +11.8% | +17.9% |
| All | +66.5% | +99.2% | -32.7% | -2.4% |
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