+336.0%
IR vs PRU
+79.0%
+257.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +1.1% | -2.8% | +3.9% | +2.8% |
| 30D | +7.6% | +8.5% | -0.9% | +1.9% |
| 3M | +0.1% | +1.7% | -1.7% | -1.5% |
| 6M | +14.0% | +24.8% | -10.8% | -1.3% |
| YTD | +7.5% | +13.3% | -5.8% | -1.9% |
| 1Y | +10.1% | +21.4% | -11.2% | -3.6% |
| 3Y | +24.9% | +54.8% | -29.9% | -7.0% |
| 5Y | +46.9% | +42.4% | +4.5% | +13.9% |
| All | +336.0% | +79.0% | +257.0% | +177.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling