+206.0%
IEFA vs PRU
+290.6%
-84.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -1.1% | -2.8% | +1.8% | 0.0% |
| 30D | +1.3% | +8.5% | -7.2% | -1.8% |
| 3M | -3.2% | +1.7% | -4.9% | -4.0% |
| 6M | +2.0% | +24.8% | -22.8% | -6.4% |
| YTD | +10.7% | +13.3% | -2.6% | +4.9% |
| 1Y | +13.0% | +21.4% | -8.4% | +4.2% |
| 3Y | +67.1% | +54.8% | +12.3% | +38.2% |
| 5Y | +49.4% | +42.4% | +7.0% | +25.8% |
| 10Y | +148.2% | +98.4% | +49.7% | +68.4% |
| All | +206.0% | +290.6% | -84.5% | +58.6% |
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