+91.4%
IT vs PRU
+139.4%
-48.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.2% | -5.3% | -6.4% |
| 7D | -9.1% | +1.9% | -11.0% | -9.8% |
| 30D | -7.0% | -0.4% | -6.6% | -6.8% |
| 3M | +7.6% | +16.4% | -8.8% | +0.6% |
| 6M | +2.1% | +26.0% | -23.9% | -8.3% |
| YTD | -31.6% | +9.9% | -41.5% | -34.4% |
| 1Y | -29.9% | +18.8% | -48.7% | -35.3% |
| 3Y | -51.3% | +45.3% | -96.6% | -59.6% |
| 5Y | -44.8% | +45.6% | -90.3% | -54.9% |
| 10Y | +91.4% | +139.6% | -48.2% | +10.0% |
| All | +91.4% | +139.4% | -48.0% | +10.0% |
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