+28.5%
IJR vs PRU
+42.9%
-14.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -1.0% |
| 7D | +0.1% | +3.8% | -3.7% | -2.1% |
| 30D | +2.6% | +9.0% | -6.4% | -2.5% |
| 3M | -4.3% | +2.1% | -6.4% | -5.8% |
| 6M | +2.7% | +25.4% | -22.7% | -10.6% |
| YTD | +18.5% | +13.5% | +4.9% | +8.6% |
| 1Y | +20.1% | +21.3% | -1.3% | +5.7% |
| 3Y | +61.7% | +55.1% | +6.6% | +20.4% |
| 5Y | +28.5% | +43.6% | -15.0% | -1.7% |
| All | +28.5% | +42.9% | -14.3% | -1.7% |
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