+127.8%
IP vs PRU
+809.8%
-682.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.7% | -2.4% |
| 7D | -5.0% | +4.8% | -9.8% | -7.1% |
| 30D | +6.5% | +7.9% | -1.3% | +2.8% |
| 3M | -18.0% | +3.1% | -21.1% | -19.3% |
| 6M | +10.3% | +25.2% | -14.9% | -0.8% |
| YTD | -9.9% | +12.7% | -22.6% | -15.2% |
| 1Y | -1.1% | +23.5% | -24.5% | -10.7% |
| 3Y | +13.0% | +50.6% | -37.6% | -8.0% |
| 5Y | -12.3% | +40.9% | -53.1% | -27.1% |
| 10Y | +26.8% | +125.5% | -98.6% | -18.8% |
| All | +127.8% | +809.8% | -682.1% | -43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling