+56.5%
IOT vs PRU
+38.2%
+18.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -2.7% |
| 7D | +5.1% | -1.9% | +6.9% | +6.4% |
| 30D | -3.0% | -2.6% | -0.4% | -1.4% |
| 3M | +15.0% | +14.7% | +0.3% | +4.8% |
| 6M | +13.1% | +25.7% | -12.5% | -3.8% |
| YTD | +9.0% | +8.3% | +0.8% | +2.3% |
| 1Y | +0.1% | +17.3% | -17.2% | -11.4% |
| 3Y | +26.4% | +43.2% | -16.7% | -9.0% |
| All | +56.5% | +38.2% | +18.3% | +24.0% |
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 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