+354.8%
IGV vs PRU
+115.4%
+239.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.3% | +1.8% |
| 7D | -0.4% | +3.2% | -3.6% | -1.6% |
| 30D | -9.9% | +7.9% | -17.9% | -12.5% |
| 3M | -1.2% | +1.8% | -3.0% | -2.1% |
| 6M | +11.3% | +24.1% | -12.8% | +2.6% |
| YTD | -4.0% | +12.4% | -16.4% | -8.6% |
| 1Y | -7.3% | +20.9% | -28.2% | -14.1% |
| 3Y | +42.8% | +55.5% | -12.7% | +20.1% |
| 5Y | +13.7% | +42.7% | -29.0% | -2.2% |
| 10Y | +354.8% | +106.1% | +248.6% | +247.0% |
| All | +354.8% | +115.4% | +239.4% | +247.0% |
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