-24.3%
IT vs PRU
+21.9%
-46.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.7% | -4.1% |
| 7D | -6.0% | +1.9% | -7.9% | -7.0% |
| 30D | 0.0% | +2.7% | -2.7% | -1.6% |
| 3M | +13.1% | +19.5% | -6.4% | +3.1% |
| 6M | +11.7% | +26.6% | -14.9% | -1.8% |
| YTD | -26.1% | +12.3% | -38.4% | -28.9% |
| All | -24.3% | +21.9% | -46.2% | -29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling