+147.7%
IP vs PRU
+806.6%
-658.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.6% |
| 7D | -5.3% | +1.9% | -7.1% | -6.1% |
| 30D | -10.9% | +2.7% | -13.6% | -12.1% |
| 3M | +11.2% | +19.5% | -8.3% | +2.3% |
| 6M | -10.2% | +26.6% | -36.9% | -19.6% |
| YTD | -2.0% | +12.3% | -14.3% | -7.6% |
| 1Y | -19.1% | +18.0% | -37.1% | -25.6% |
| 3Y | +20.9% | +47.0% | -26.2% | -0.6% |
| 5Y | -17.8% | +48.4% | -66.2% | -33.3% |
| 10Y | +23.5% | +142.4% | -118.9% | -23.4% |
| All | +147.7% | +806.6% | -658.9% | -38.1% |
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