+18.1%
EWZ vs PRU
+50.4%
-32.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -0.6% |
| 7D | -4.2% | +4.8% | -8.9% | -5.5% |
| 30D | -26.1% | +7.9% | -34.0% | -27.9% |
| 3M | -12.0% | +3.1% | -15.1% | -13.0% |
| 6M | -19.3% | +25.2% | -44.5% | -24.9% |
| YTD | +0.9% | +12.7% | -11.8% | -3.7% |
| 1Y | +3.4% | +23.5% | -20.1% | -4.1% |
| All | +18.1% | +50.4% | -32.2% | -1.9% |
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