-42.2%
INTU vs PRU
+36.1%
-78.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.6% | -1.1% | -2.4% |
| 7D | +0.1% | +2.4% | -2.3% | -1.1% |
| 30D | +15.4% | +6.1% | +9.3% | +12.1% |
| 3M | +6.6% | -0.7% | +7.3% | +7.0% |
| 6M | -11.3% | +22.1% | -33.4% | -20.2% |
| YTD | -47.7% | +9.8% | -57.5% | -50.5% |
| 1Y | -47.0% | +19.4% | -66.4% | -52.0% |
| 3Y | -29.9% | +50.4% | -80.3% | -47.1% |
| All | -42.2% | +36.1% | -78.4% | -53.3% |
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