+1,421.8%
IBKR vs PRU
+142.9%
+1,279.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.0% |
| 7D | +0.6% | +1.9% | -1.3% | -0.1% |
| 30D | +3.7% | -0.4% | +4.1% | +3.8% |
| 3M | +4.2% | +16.4% | -12.2% | -1.8% |
| 6M | +36.6% | +26.0% | +10.6% | +24.8% |
| YTD | +41.9% | +9.9% | +32.0% | +36.6% |
| 1Y | +49.5% | +18.8% | +30.7% | +39.5% |
| 3Y | +291.3% | +45.4% | +246.0% | +238.7% |
| 5Y | +492.7% | +45.6% | +447.1% | +411.5% |
| 10Y | +994.0% | +139.6% | +854.4% | +656.0% |
| All | +1,421.8% | +142.9% | +1,279.0% | +688.8% |
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