+611.9%
EXC vs PRU
+809.8%
-197.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +1.4% |
| 7D | +1.4% | +4.8% | -3.4% | +0.2% |
| 30D | +11.6% | +7.9% | +3.8% | +9.6% |
| 3M | +2.7% | +3.1% | -0.4% | +1.8% |
| 6M | +2.7% | +25.2% | -22.6% | -2.9% |
| YTD | +9.7% | +12.7% | -3.0% | +6.0% |
| 1Y | +4.5% | +23.5% | -19.0% | -1.3% |
| 3Y | +28.5% | +50.6% | -22.1% | +14.0% |
| 5Y | +43.9% | +40.9% | +3.1% | +28.4% |
| 10Y | +183.7% | +125.5% | +58.3% | +114.8% |
| All | +611.9% | +809.8% | -197.9% | +208.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling