-38.4%
INTU vs PRU
+48.6%
-87.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -2.9% |
| 7D | -7.1% | +1.9% | -8.9% | -8.0% |
| 30D | +1.5% | +2.7% | -1.3% | +0.1% |
| 3M | +10.7% | +19.5% | -8.8% | +1.3% |
| 6M | -23.8% | +26.6% | -50.5% | -32.7% |
| YTD | -49.3% | +12.3% | -61.6% | -52.5% |
| 1Y | -49.7% | +18.0% | -67.7% | -54.1% |
| 3Y | -38.0% | +47.0% | -85.0% | -52.0% |
| All | -38.4% | +48.6% | -87.0% | -51.8% |
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