+2,489.8%
ICE vs PRU
+229.3%
+2,260.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | 0.0% |
| 7D | +2.0% | +2.4% | -0.4% | +1.0% |
| 30D | +12.9% | +6.1% | +6.8% | +10.3% |
| 3M | +15.4% | -0.7% | +16.1% | +15.6% |
| 6M | +13.1% | +22.1% | -9.0% | +4.5% |
| YTD | +7.5% | +9.8% | -2.3% | +2.9% |
| 1Y | +18.3% | +19.4% | -1.0% | +9.7% |
| 3Y | +65.9% | +50.4% | +15.5% | +37.8% |
| 5Y | +35.2% | +37.2% | -2.0% | +14.2% |
| 10Y | +266.7% | +119.5% | +147.2% | +131.5% |
| All | +2,489.8% | +229.3% | +2,260.5% | +1,071.3% |
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