+1,268.3%
IBKR vs PRU
+151.4%
+1,116.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.4% | +0.2% |
| 7D | +7.9% | +3.6% | +4.3% | +6.4% |
| 30D | -2.8% | +8.9% | -11.7% | -6.1% |
| 3M | -10.5% | +0.2% | -10.6% | -10.7% |
| 6M | -3.7% | +23.7% | -27.5% | -11.6% |
| YTD | +27.6% | +13.7% | +13.8% | +21.0% |
| 1Y | +22.5% | +20.6% | +1.9% | +13.6% |
| 3Y | +307.2% | +56.3% | +250.9% | +242.7% |
| 5Y | +357.7% | +42.3% | +315.3% | +297.0% |
| 10Y | +846.8% | +99.3% | +747.5% | +592.6% |
| All | +1,268.3% | +151.4% | +1,116.9% | +598.8% |
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