+75.3%
IOT vs PRU
+55.3%
+20.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.9% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +0.1% | +7.9% | -7.8% | -3.9% |
| 3M | +5.0% | +0.9% | +4.2% | +4.4% |
| 6M | +47.0% | +22.4% | +24.7% | +32.3% |
| YTD | +16.6% | +12.7% | +3.9% | +8.9% |
| 1Y | +4.8% | +19.6% | -14.8% | -5.2% |
| All | +75.3% | +55.3% | +20.0% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling