+177.1%
IJH vs PRU
+138.7%
+38.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.3% |
| 7D | -2.5% | -3.8% | +1.3% | -0.5% |
| 30D | -5.0% | -2.0% | -3.0% | -4.1% |
| 3M | +0.5% | +14.0% | -13.4% | -6.3% |
| 6M | +8.2% | +27.2% | -19.0% | -5.1% |
| YTD | +12.4% | +9.1% | +3.4% | +6.4% |
| 1Y | +14.4% | +18.1% | -3.7% | +3.7% |
| 3Y | +49.5% | +44.3% | +5.2% | +20.4% |
| 5Y | +47.8% | +45.7% | +2.1% | +16.9% |
| All | +177.1% | +138.7% | +38.4% | +61.3% |
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