+38.8%
IGV vs PRU
+56.8%
-18.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | +2.3% | +3.6% | -1.3% | +0.8% |
| 30D | -6.0% | +8.9% | -14.9% | -9.6% |
| 3M | -4.8% | +0.2% | -5.0% | -5.0% |
| 6M | +14.2% | +23.7% | -9.5% | +3.4% |
| YTD | -4.2% | +13.7% | -18.0% | -10.3% |
| 1Y | -5.3% | +20.6% | -25.9% | -13.7% |
| 3Y | +38.8% | +56.3% | -17.5% | +10.8% |
| All | +38.8% | +56.8% | -18.0% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling