+55.2%
IJR vs PRU
+46.6%
+8.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | +0.4% |
| 7D | +0.9% | +1.9% | -1.0% | -0.2% |
| 30D | -3.1% | -0.4% | -2.7% | -3.0% |
| 3M | +4.4% | +16.4% | -12.0% | -4.5% |
| 6M | +16.1% | +26.0% | -9.9% | +1.1% |
| YTD | +20.6% | +9.9% | +10.7% | +13.3% |
| 1Y | +22.9% | +18.8% | +4.1% | +9.8% |
| 3Y | +55.2% | +45.4% | +9.9% | +17.0% |
| All | +55.2% | +46.6% | +8.6% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling