+183.8%
EXC vs PRU
+115.4%
+68.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.7% |
| 7D | -1.7% | +3.2% | -4.9% | -2.8% |
| 30D | +9.3% | +7.9% | +1.4% | +6.6% |
| 3M | +1.0% | +1.8% | -0.8% | +0.3% |
| 6M | +5.9% | +24.1% | -18.2% | -1.5% |
| YTD | +7.6% | +12.4% | -4.7% | +2.7% |
| 1Y | +2.4% | +20.9% | -18.5% | -4.7% |
| 3Y | +30.2% | +55.5% | -25.2% | +8.0% |
| 5Y | +41.4% | +42.7% | -1.3% | +18.6% |
| 10Y | +183.8% | +106.1% | +77.6% | +95.0% |
| All | +183.8% | +115.4% | +68.4% | +95.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling