+1,812.3%
INTU vs PRU
+809.8%
+1,002.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.5% |
| 7D | +7.1% | +4.8% | +2.4% | +5.6% |
| 30D | +23.0% | +7.9% | +15.2% | +20.3% |
| 3M | +8.7% | +3.1% | +5.6% | +7.8% |
| 6M | -10.1% | +25.2% | -35.3% | -16.1% |
| YTD | -45.7% | +12.7% | -58.4% | -47.8% |
| 1Y | -45.1% | +23.5% | -68.6% | -48.6% |
| 3Y | -26.9% | +50.6% | -77.5% | -36.1% |
| 5Y | -40.0% | +40.9% | -80.8% | -46.5% |
| 10Y | +265.4% | +125.5% | +139.9% | +169.8% |
| All | +1,812.3% | +809.8% | +1,002.4% | +574.0% |
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