+298.9%
IBM vs PRU
+806.6%
-507.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.3% |
| 7D | -0.3% | +1.9% | -2.2% | -0.8% |
| 30D | +0.3% | +2.7% | -2.4% | -0.5% |
| 3M | -21.6% | +19.5% | -41.1% | -25.2% |
| 6M | -4.7% | +26.6% | -31.3% | -10.5% |
| YTD | -19.1% | +12.3% | -31.4% | -21.5% |
| 1Y | -2.5% | +18.0% | -20.5% | -6.8% |
| 3Y | +74.2% | +47.0% | +27.1% | +55.7% |
| 5Y | +113.1% | +48.4% | +64.7% | +88.1% |
| 10Y | +133.5% | +142.4% | -8.9% | +75.8% |
| All | +298.9% | +806.6% | -507.7% | +36.4% |
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