+82.2%
IBM vs PRU
+56.8%
+25.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.6% |
| 7D | +1.6% | +3.6% | -2.0% | +0.1% |
| 30D | +9.2% | +8.9% | +0.3% | +5.3% |
| 3M | +4.9% | +0.2% | +4.8% | +4.6% |
| 6M | +16.8% | +23.7% | -7.0% | +7.1% |
| YTD | -14.3% | +13.7% | -28.0% | -19.0% |
| 1Y | -16.7% | +20.6% | -37.3% | -22.9% |
| 3Y | +82.2% | +56.3% | +25.9% | +54.8% |
| All | +82.2% | +56.8% | +25.5% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling