+730.7%
EXPE vs PRU
+270.1%
+460.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.6% | -2.2% | -3.7% |
| 7D | -9.3% | +2.4% | -11.7% | -9.9% |
| 30D | +0.1% | +6.1% | -6.0% | -1.9% |
| 3M | -15.3% | -0.7% | -14.6% | -14.6% |
| 6M | +5.5% | +22.1% | -16.6% | -3.0% |
| YTD | -8.0% | +9.8% | -17.7% | -11.3% |
| 1Y | +18.9% | +19.4% | -0.5% | +10.8% |
| 3Y | +135.5% | +50.4% | +85.2% | +99.9% |
| 5Y | +44.3% | +37.2% | +7.1% | +28.5% |
| 10Y | +117.7% | +119.5% | -1.8% | +56.2% |
| All | +730.7% | +270.1% | +460.6% | +322.1% |
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