+67.4%
IOT vs PRU
+45.2%
+22.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.5% |
| 7D | +0.9% | +3.6% | -2.7% | -1.4% |
| 30D | +1.4% | +8.9% | -7.5% | -4.4% |
| 3M | +0.5% | +0.2% | +0.4% | +0.1% |
| 6M | +50.3% | +23.7% | +26.6% | +29.5% |
| YTD | +16.7% | +13.7% | +2.9% | +5.6% |
| 1Y | +6.8% | +20.6% | -13.8% | -7.2% |
| 3Y | +75.5% | +56.3% | +19.1% | +17.7% |
| All | +67.4% | +45.2% | +22.3% | +28.0% |
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 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