+352.1%
IDXX vs PRU
+140.2%
+211.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -5.7% | -2.3% | -3.5% | -5.1% |
| 30D | -11.5% | -1.7% | -9.8% | -11.1% |
| 3M | -9.5% | +13.2% | -22.8% | -12.9% |
| 6M | -16.0% | +28.8% | -44.7% | -22.2% |
| YTD | -25.4% | +9.8% | -35.2% | -27.8% |
| 1Y | -21.8% | +17.4% | -39.1% | -25.8% |
| 3Y | +7.0% | +44.9% | -37.9% | -5.4% |
| 5Y | -26.0% | +46.6% | -72.6% | -35.2% |
| All | +352.1% | +140.2% | +211.9% | +228.3% |
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 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