+149.9%
IBM vs PRU
+115.4%
+34.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.6% |
| 7D | -2.5% | +3.2% | -5.7% | -3.9% |
| 30D | +8.4% | +7.9% | +0.4% | +4.7% |
| 3M | +4.5% | +1.8% | +2.7% | +3.4% |
| 6M | +7.9% | +24.1% | -16.3% | -1.8% |
| YTD | -15.2% | +12.4% | -27.6% | -19.6% |
| 1Y | -17.6% | +20.9% | -38.5% | -24.2% |
| 3Y | +82.1% | +55.5% | +26.6% | +47.1% |
| 5Y | +143.3% | +42.7% | +100.7% | +99.6% |
| 10Y | +149.9% | +106.1% | +43.8% | +56.5% |
| All | +149.9% | +115.4% | +34.5% | +56.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling