+3.4%
EXC vs PRU
+27.9%
-24.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.6% | -5.0% | +1.2% |
| 7D | +3.3% | +9.8% | -6.5% | +2.7% |
| 30D | +13.3% | +11.6% | +1.7% | +12.7% |
| 3M | +1.8% | +3.7% | -1.9% | +1.3% |
| 6M | +1.1% | +33.0% | -31.9% | +1.9% |
| YTD | +9.0% | +16.6% | -7.6% | +7.9% |
| 1Y | +3.4% | +26.9% | -23.6% | +4.2% |
| All | +3.4% | +27.9% | -24.5% | +4.2% |
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