+325.3%
IR vs PRU
+73.5%
+251.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +3.0% |
| 7D | +3.7% | +2.4% | +1.3% | +1.9% |
| 30D | +7.4% | +6.1% | +1.3% | +3.2% |
| 3M | -5.9% | -0.7% | -5.2% | -6.1% |
| 6M | +5.6% | +22.1% | -16.5% | -7.4% |
| YTD | +4.8% | +9.8% | -4.9% | -2.5% |
| 1Y | +6.9% | +19.4% | -12.4% | -5.5% |
| 3Y | +27.6% | +50.4% | -22.8% | -3.4% |
| 5Y | +45.8% | +37.2% | +8.6% | +15.6% |
| All | +325.3% | +73.5% | +251.8% | +175.7% |
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