+960.6%
IJR vs PRU
+814.1%
+146.5%
-58.2%
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 | -0.4% | -2.8% | +2.4% | +0.7% |
| 30D | +3.5% | +8.5% | -5.0% | +0.3% |
| 3M | -3.8% | +1.7% | -5.5% | -4.6% |
| 6M | +4.3% | +24.8% | -20.5% | -4.3% |
| YTD | +19.4% | +13.3% | +6.1% | +13.2% |
| 1Y | +20.5% | +21.4% | -0.8% | +11.3% |
| 3Y | +63.0% | +54.8% | +8.2% | +37.3% |
| 5Y | +28.6% | +42.4% | -13.8% | +11.1% |
| 10Y | +157.2% | +98.4% | +58.7% | +89.8% |
| All | +960.6% | +814.1% | +146.5% | +241.2% |
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