-6.7%
IGV vs PRU
+19.3%
-26.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.3% | -1.1% |
| 7D | -3.3% | +1.9% | -5.2% | -3.9% |
| 30D | 0.0% | -0.4% | +0.4% | +0.1% |
| 3M | +7.3% | +16.4% | -9.1% | +2.4% |
| 6M | +16.7% | +26.0% | -9.3% | +7.8% |
| YTD | -2.8% | +9.9% | -12.8% | -6.9% |
| 1Y | -6.7% | +18.8% | -25.4% | -12.5% |
| All | -6.7% | +19.3% | -26.0% | -12.5% |
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 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