-7.5%
IGV vs PRU
+27.9%
-35.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.6% | -5.7% | -1.0% |
| 7D | -7.5% | +9.8% | -17.2% | -10.1% |
| 30D | -5.6% | +11.6% | -17.2% | -8.9% |
| 3M | +1.5% | +3.7% | -2.2% | +0.5% |
| 6M | +17.1% | +33.0% | -15.8% | +6.3% |
| YTD | -2.0% | +16.6% | -18.6% | -8.1% |
| 1Y | -7.5% | +26.9% | -34.5% | -15.7% |
| All | -7.5% | +27.9% | -35.4% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling