+23.5%
IGV vs PRU
+48.6%
-25.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.3% | -1.8% |
| 7D | -4.5% | +1.9% | -6.4% | -5.4% |
| 30D | +3.2% | +2.7% | +0.5% | +1.8% |
| 3M | +4.5% | +19.5% | -14.9% | -4.3% |
| 6M | +22.1% | +26.6% | -4.5% | +8.3% |
| YTD | -1.0% | +12.3% | -13.4% | -7.1% |
| 1Y | -2.1% | +18.0% | -20.2% | -10.6% |
| 3Y | +44.6% | +47.0% | -2.4% | +15.5% |
| All | +23.5% | +48.6% | -25.1% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling