+855.0%
EXPE vs PRU
+278.7%
+576.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.3% |
| 7D | -9.5% | +1.9% | -11.4% | -10.3% |
| 30D | -6.6% | +2.7% | -9.3% | -7.7% |
| 3M | +31.4% | +19.5% | +11.9% | +21.6% |
| 6M | +35.2% | +26.6% | +8.5% | +21.7% |
| YTD | +5.8% | +12.3% | -6.5% | +0.5% |
| 1Y | +38.7% | +18.0% | +20.6% | +29.2% |
| 3Y | +175.8% | +47.0% | +128.8% | +135.4% |
| 5Y | +111.8% | +48.4% | +63.4% | +81.4% |
| 10Y | +179.7% | +142.4% | +37.3% | +92.3% |
| All | +855.0% | +278.7% | +576.3% | +378.0% |
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