+13.8%
IP vs PRU
+50.4%
-36.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.7% | -2.2% |
| 7D | -5.0% | +4.8% | -9.8% | -7.4% |
| 30D | +6.5% | +7.9% | -1.3% | +2.2% |
| 3M | -18.0% | +3.1% | -21.1% | -19.6% |
| 6M | +10.3% | +25.2% | -14.9% | -2.3% |
| YTD | -9.9% | +12.7% | -22.6% | -16.2% |
| 1Y | -1.1% | +23.5% | -24.5% | -12.4% |
| All | +13.8% | +50.4% | -36.5% | -27.4% |
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