+43.9%
EXC vs PRU
+38.4%
+5.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +1.3% |
| 7D | +1.4% | +4.8% | -3.4% | +0.3% |
| 30D | +11.6% | +7.9% | +3.8% | +9.8% |
| 3M | +2.7% | +3.1% | -0.4% | +1.9% |
| 6M | +2.7% | +25.2% | -22.6% | -2.3% |
| YTD | +9.7% | +12.7% | -3.0% | +6.5% |
| 1Y | +4.5% | +23.5% | -19.0% | -0.8% |
| 3Y | +28.5% | +50.6% | -22.1% | +11.9% |
| 5Y | +43.9% | +40.9% | +3.1% | +26.5% |
| All | +43.9% | +38.4% | +5.5% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling