+41.7%
IGV vs PRU
+46.4%
-4.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +1.0% |
| 7D | -5.2% | +2.4% | -7.6% | -6.2% |
| 30D | -10.0% | +6.1% | -16.1% | -12.5% |
| 3M | -0.5% | -0.7% | +0.2% | -0.5% |
| 6M | +12.6% | +22.1% | -9.5% | +2.5% |
| YTD | -6.4% | +9.8% | -16.2% | -10.9% |
| 1Y | -9.5% | +19.4% | -28.9% | -17.3% |
| 3Y | +41.7% | +50.4% | -8.7% | +18.6% |
| All | +41.7% | +46.4% | -4.7% | +18.6% |
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