+55.0%
EWZ vs PRU
+48.6%
+6.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.3% |
| 7D | +6.5% | +1.9% | +4.6% | +5.7% |
| 30D | +4.8% | +2.7% | +2.1% | +3.7% |
| 3M | +9.9% | +19.5% | -9.6% | +2.4% |
| 6M | +1.9% | +26.6% | -24.7% | -7.2% |
| YTD | +20.3% | +12.3% | +8.0% | +14.3% |
| 1Y | +35.6% | +18.0% | +17.6% | +26.1% |
| 3Y | +43.4% | +47.0% | -3.6% | +18.2% |
| All | +55.0% | +48.6% | +6.4% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling