+104.9%
EXPE vs PRU
+48.6%
+56.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -0.9% |
| 7D | -9.5% | +1.9% | -11.4% | -10.9% |
| 30D | -6.6% | +2.7% | -9.3% | -8.8% |
| 3M | +31.4% | +19.5% | +11.9% | +13.2% |
| 6M | +35.2% | +26.6% | +8.5% | +10.2% |
| YTD | +5.8% | +12.3% | -6.5% | -4.4% |
| 1Y | +38.7% | +18.0% | +20.6% | +20.4% |
| 3Y | +175.8% | +47.0% | +128.8% | +94.2% |
| All | +104.9% | +48.6% | +56.3% | +43.5% |
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