+259.6%
ICE vs PRU
+115.4%
+144.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.1% |
| 7D | +2.0% | +2.4% | -0.4% | +1.2% |
| 30D | +12.9% | +6.1% | +6.8% | +10.7% |
| 3M | +15.4% | -0.7% | +16.1% | +15.6% |
| 6M | +13.1% | +22.1% | -9.0% | +5.9% |
| YTD | +7.5% | +9.8% | -2.3% | +3.7% |
| 1Y | +18.3% | +19.4% | -1.0% | +11.2% |
| 3Y | +65.9% | +50.4% | +15.5% | +42.1% |
| 5Y | +35.2% | +37.2% | -2.0% | +17.7% |
| All | +259.6% | +115.4% | +144.2% | +126.8% |
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 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