+38.6%
IJH vs PRU
+42.7%
-4.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +0.2% | -2.8% | +3.0% | +1.7% |
| 30D | +2.1% | +8.5% | -6.4% | -2.5% |
| 3M | -3.6% | +1.7% | -5.4% | -4.9% |
| 6M | +1.8% | +24.8% | -22.9% | -10.5% |
| YTD | +14.1% | +13.3% | +0.8% | +5.2% |
| 1Y | +15.9% | +21.4% | -5.5% | +2.5% |
| 3Y | +59.7% | +54.8% | +4.9% | +19.0% |
| All | +38.6% | +42.7% | -4.1% | +7.6% |
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 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