+3.5%
EXC vs PRU
+19.8%
-16.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.7% | -1.8% |
| 7D | -1.2% | +2.4% | -3.6% | -1.3% |
| 30D | +10.0% | +6.1% | +3.8% | +9.7% |
| 3M | +1.6% | -0.7% | +2.3% | +1.4% |
| 6M | +3.3% | +22.1% | -18.8% | +4.1% |
| YTD | +7.6% | +9.8% | -2.2% | +6.8% |
| 1Y | +3.5% | +19.4% | -15.9% | +4.8% |
| All | +3.5% | +19.8% | -16.3% | +4.8% |
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