+31.8%
ILMN vs PRU
+142.7%
-110.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.2% |
| 7D | +1.2% | +1.9% | -0.6% | +0.6% |
| 30D | +9.2% | +2.7% | +6.5% | +8.0% |
| 3M | +29.8% | +19.5% | +10.4% | +21.5% |
| 6M | +69.2% | +26.6% | +42.6% | +54.7% |
| YTD | +66.4% | +12.3% | +54.0% | +58.3% |
| 1Y | +123.4% | +18.0% | +105.4% | +108.3% |
| 3Y | +33.2% | +47.0% | -13.9% | +14.6% |
| 5Y | -52.0% | +48.4% | -100.4% | -59.0% |
| All | +31.8% | +142.7% | -110.8% | -17.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling