+148.1%
IEFA vs PRU
+99.2%
+48.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +2.2% | +3.6% | -1.4% | +0.9% |
| 30D | +1.1% | +8.9% | -7.8% | -2.1% |
| 3M | -4.3% | +0.2% | -4.4% | -4.5% |
| 6M | +1.4% | +23.7% | -22.4% | -6.6% |
| YTD | +10.1% | +13.7% | -3.7% | +4.2% |
| 1Y | +12.9% | +20.6% | -7.7% | +4.5% |
| 3Y | +65.8% | +56.3% | +9.5% | +36.7% |
| 5Y | +47.7% | +42.3% | +5.3% | +24.5% |
| All | +148.1% | +99.2% | +48.9% | +70.1% |
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