+971.2%
IJH vs PRU
+814.1%
+157.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +0.2% | -2.8% | +3.0% | +1.2% |
| 30D | +2.1% | +8.5% | -6.4% | -0.9% |
| 3M | -3.6% | +1.7% | -5.4% | -4.4% |
| 6M | +1.8% | +24.8% | -22.9% | -6.3% |
| YTD | +14.1% | +13.3% | +0.8% | +8.3% |
| 1Y | +15.9% | +21.4% | -5.5% | +7.3% |
| 3Y | +59.7% | +54.8% | +4.9% | +34.9% |
| 5Y | +39.1% | +42.4% | -3.3% | +20.5% |
| 10Y | +177.3% | +98.4% | +78.9% | +104.9% |
| All | +971.2% | +814.1% | +157.0% | +235.8% |
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