+6.8%
IOT vs PRU
+20.9%
-14.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | +0.9% | +3.6% | -2.7% | -0.7% |
| 30D | +1.4% | +8.9% | -7.5% | -2.4% |
| 3M | +0.5% | +0.2% | +0.4% | +0.3% |
| 6M | +50.3% | +23.7% | +26.6% | +38.3% |
| YTD | +16.7% | +13.7% | +2.9% | +8.8% |
| 1Y | +6.8% | +20.6% | -13.8% | -8.6% |
| All | +6.8% | +20.9% | -14.1% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling