+142.2%
IEFA vs PRU
+138.7%
+3.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.2% |
| 7D | -2.4% | -3.8% | +1.4% | -1.0% |
| 30D | -2.1% | -2.0% | -0.1% | -1.4% |
| 3M | +5.5% | +14.0% | -8.4% | +0.4% |
| 6M | +8.1% | +27.2% | -19.1% | -1.3% |
| YTD | +11.9% | +9.1% | +2.8% | +7.7% |
| 1Y | +18.1% | +18.1% | 0.0% | +10.2% |
| 3Y | +65.5% | +44.3% | +21.2% | +40.8% |
| 5Y | +50.1% | +45.7% | +4.3% | +25.6% |
| All | +142.2% | +138.7% | +3.5% | +58.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling