+200.1%
EXC vs PRU
+102.7%
+97.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -1.4% | -2.8% | +1.5% | -0.5% |
| 30D | +8.3% | +8.5% | -0.2% | +5.3% |
| 3M | +2.6% | +1.7% | +0.9% | +1.8% |
| 6M | +5.2% | +24.8% | -19.6% | -2.5% |
| YTD | +7.5% | +13.3% | -5.7% | +2.3% |
| 1Y | +3.2% | +21.4% | -18.2% | -4.2% |
| 3Y | +29.5% | +54.8% | -25.2% | +7.4% |
| 5Y | +39.7% | +42.4% | -2.7% | +17.1% |
| 10Y | +200.1% | +98.4% | +101.6% | +84.1% |
| All | +200.1% | +102.7% | +97.4% | +84.1% |
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 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