+559.3%
EWZ vs PRU
+809.8%
-250.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -0.1% |
| 7D | -4.2% | +4.8% | -8.9% | -6.2% |
| 30D | -26.1% | +7.9% | -34.0% | -28.7% |
| 3M | -12.0% | +3.1% | -15.1% | -13.6% |
| 6M | -19.3% | +25.2% | -44.5% | -27.1% |
| YTD | +0.9% | +12.7% | -11.8% | -5.1% |
| 1Y | +3.4% | +23.5% | -20.1% | -6.7% |
| 3Y | +18.6% | +50.6% | -32.0% | -3.8% |
| 5Y | +56.6% | +40.9% | +15.7% | +28.4% |
| 10Y | +50.3% | +125.5% | -75.2% | -3.8% |
| All | +559.3% | +809.8% | -250.6% | +91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling