+18.5%
IP vs PRU
+55.5%
-37.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.6% | -5.1% | -2.0% |
| 7D | +3.4% | +9.8% | -6.4% | -1.8% |
| 30D | +11.2% | +11.6% | -0.4% | +4.7% |
| 3M | -14.8% | +3.7% | -18.5% | -16.7% |
| 6M | +17.3% | +33.0% | -15.7% | +0.6% |
| YTD | -6.2% | +16.6% | -22.8% | -14.3% |
| 1Y | +2.3% | +26.9% | -24.6% | -10.8% |
| All | +18.5% | +55.5% | -37.0% | -25.8% |
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