-42.5%
IT vs PRU
+41.9%
-84.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.8% |
| 7D | -3.7% | 0.0% | -3.6% | -3.6% |
| 30D | -3.1% | +7.9% | -11.0% | -6.9% |
| 3M | +6.3% | +0.9% | +5.5% | +5.9% |
| 6M | +24.8% | +22.4% | +2.4% | +12.8% |
| YTD | -24.4% | +12.7% | -37.1% | -28.7% |
| 1Y | -17.1% | +19.6% | -36.7% | -24.1% |
| 3Y | -53.6% | +54.0% | -107.6% | -63.8% |
| 5Y | -42.5% | +41.0% | -83.5% | -52.6% |
| All | -42.5% | +41.9% | -84.5% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling