+127.7%
EXPE vs PRU
+99.2%
+28.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.8% |
| 7D | -0.5% | +3.6% | -4.1% | -3.0% |
| 30D | -6.1% | +8.9% | -15.0% | -10.9% |
| 3M | -21.3% | +0.2% | -21.5% | -21.0% |
| 6M | +19.0% | +23.7% | -4.7% | +2.9% |
| YTD | -8.4% | +13.7% | -22.2% | -16.2% |
| 1Y | -2.8% | +20.6% | -23.4% | -14.4% |
| 3Y | +120.8% | +56.3% | +64.4% | +61.8% |
| 5Y | +46.2% | +42.3% | +3.9% | +14.5% |
| All | +127.7% | +99.2% | +28.4% | +23.2% |
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