-10.5%
IBKR vs PRU
+1.2%
-11.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.4% | +0.3% |
| 7D | +7.9% | +3.6% | +4.3% | +6.6% |
| 30D | -2.8% | +8.9% | -11.7% | -5.2% |
| 3M | -10.5% | +0.2% | -10.6% | -9.5% |
| All | -10.5% | +1.2% | -11.7% | -9.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling