+773.1%
EXPE vs PRU
+280.1%
+493.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -3.3% | -10.4% | -12.3% |
| 7D | -3.6% | +4.8% | -8.4% | -5.2% |
| 30D | +4.8% | +7.9% | -3.1% | +1.9% |
| 3M | -14.6% | +3.1% | -17.7% | -15.4% |
| 6M | +10.0% | +25.2% | -15.2% | 0.0% |
| YTD | -3.3% | +12.7% | -16.0% | -7.9% |
| 1Y | +28.4% | +23.5% | +4.9% | +17.9% |
| 3Y | +145.1% | +50.6% | +94.5% | +107.7% |
| 5Y | +51.6% | +40.9% | +10.8% | +33.4% |
| 10Y | +128.8% | +125.5% | +3.4% | +62.2% |
| All | +773.1% | +280.1% | +493.0% | +338.4% |
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