+4.3%
EWZ vs PRU
+19.8%
-15.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +1.2% |
| 7D | -1.5% | +2.4% | -3.9% | -2.0% |
| 30D | -24.5% | +6.1% | -30.6% | -25.7% |
| 3M | -10.7% | -0.7% | -10.0% | -10.6% |
| 6M | -19.1% | +22.1% | -41.2% | -24.3% |
| YTD | +1.6% | +9.8% | -8.2% | -4.8% |
| 1Y | +4.3% | +19.4% | -15.1% | -0.4% |
| All | +4.3% | +19.8% | -15.5% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling