+37.1%
IEMG vs PRU
+43.3%
-6.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.4% |
| 7D | +0.7% | -2.8% | +3.5% | +1.6% |
| 30D | -6.4% | +8.5% | -14.9% | -8.7% |
| 3M | -5.5% | +1.7% | -7.3% | -6.2% |
| 6M | -8.3% | +24.8% | -33.1% | -14.9% |
| YTD | +13.2% | +13.3% | -0.1% | +8.0% |
| 1Y | +13.0% | +21.4% | -8.4% | +5.3% |
| 3Y | +71.6% | +54.8% | +16.8% | +42.5% |
| 5Y | +37.1% | +42.4% | -5.2% | +16.5% |
| All | +37.1% | +43.3% | -6.1% | +16.5% |
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