+137.1%
IP vs PRU
+840.8%
-703.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.6% | -5.1% | -1.6% |
| 7D | +3.4% | +9.8% | -6.4% | -1.1% |
| 30D | +11.2% | +11.6% | -0.4% | +5.6% |
| 3M | -14.8% | +3.7% | -18.5% | -16.4% |
| 6M | +17.3% | +33.0% | -15.7% | +2.6% |
| YTD | -6.2% | +16.6% | -22.8% | -13.1% |
| 1Y | +2.3% | +26.9% | -24.6% | -8.8% |
| 3Y | +17.7% | +55.7% | -38.1% | -5.8% |
| 5Y | -8.4% | +44.5% | -52.9% | -24.8% |
| 10Y | +32.1% | +133.1% | -101.1% | -16.7% |
| All | +137.1% | +840.8% | -703.7% | -41.8% |
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 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