+503.6%
IBKR vs PRU
+44.9%
+458.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.5% | +1.8% |
| 7D | -1.3% | -2.3% | +0.9% | +0.1% |
| 30D | -0.2% | -1.7% | +1.5% | +0.8% |
| 3M | +3.0% | +13.2% | -10.3% | -5.6% |
| 6M | +33.9% | +28.8% | +5.1% | +12.6% |
| YTD | +42.5% | +9.8% | +32.7% | +32.9% |
| 1Y | +44.9% | +17.4% | +27.5% | +28.9% |
| 3Y | +293.0% | +44.9% | +248.1% | +202.0% |
| All | +503.6% | +44.9% | +458.7% | +353.1% |
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 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