+50.6%
IEMG vs PRU
+45.5%
+5.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.2% | +0.7% |
| 7D | +2.8% | +1.9% | +0.9% | +2.2% |
| 30D | +4.6% | -0.4% | +5.1% | +4.7% |
| 3M | +5.5% | +16.4% | -10.9% | +0.3% |
| 6M | +19.7% | +26.0% | -6.3% | +10.7% |
| YTD | +25.5% | +9.9% | +15.6% | +21.0% |
| 1Y | +35.5% | +18.8% | +16.8% | +27.1% |
| 3Y | +88.0% | +45.3% | +42.6% | +59.6% |
| 5Y | +50.6% | +45.6% | +5.0% | +26.4% |
| All | +50.6% | +45.5% | +5.1% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling