+957.3%
IJH vs PRU
+817.9%
+139.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.5% |
| 7D | +2.3% | +3.6% | -1.3% | +1.0% |
| 30D | +2.1% | +8.9% | -6.8% | -1.1% |
| 3M | -5.7% | +0.2% | -5.8% | -5.9% |
| 6M | +1.4% | +23.7% | -22.3% | -6.4% |
| YTD | +12.6% | +13.7% | -1.1% | +6.7% |
| 1Y | +16.1% | +20.6% | -4.5% | +7.7% |
| 3Y | +57.8% | +56.3% | +1.5% | +32.8% |
| 5Y | +36.8% | +42.3% | -5.6% | +18.5% |
| 10Y | +173.7% | +99.3% | +74.5% | +101.9% |
| All | +957.3% | +817.9% | +139.3% | +231.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling