+319.6%
IBM vs PRU
+809.8%
-490.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.5% | -2.0% |
| 7D | -4.3% | +4.8% | -9.1% | -5.6% |
| 30D | +11.7% | +7.9% | +3.8% | +9.3% |
| 3M | +5.5% | +3.1% | +2.4% | +4.5% |
| 6M | +9.5% | +25.2% | -15.8% | +3.0% |
| YTD | -14.9% | +12.7% | -27.6% | -17.6% |
| 1Y | -17.4% | +23.5% | -40.8% | -21.9% |
| 3Y | +83.3% | +50.6% | +32.7% | +62.7% |
| 5Y | +142.1% | +40.9% | +101.2% | +116.4% |
| 10Y | +157.2% | +125.5% | +31.7% | +96.5% |
| All | +319.6% | +809.8% | -490.2% | +43.2% |
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