+44.7%
EWZ vs PRU
+47.2%
-2.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.4% |
| 7D | +6.5% | +1.9% | +4.6% | +5.9% |
| 30D | +4.8% | +2.7% | +2.1% | +3.9% |
| 3M | +9.9% | +19.5% | -9.6% | +3.5% |
| 6M | +1.9% | +26.6% | -24.7% | -5.9% |
| YTD | +20.3% | +12.3% | +8.0% | +14.9% |
| 1Y | +35.6% | +18.0% | +17.6% | +27.3% |
| All | +44.7% | +47.2% | -2.4% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling