-40.2%
IT vs PRU
+48.6%
-88.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.7% | -4.1% |
| 7D | -6.0% | +1.9% | -7.9% | -6.9% |
| 30D | 0.0% | +2.7% | -2.7% | -1.4% |
| 3M | +13.1% | +19.5% | -6.4% | +3.8% |
| 6M | +11.7% | +26.6% | -14.9% | -0.8% |
| YTD | -26.1% | +12.3% | -38.4% | -30.1% |
| 1Y | -21.3% | +18.0% | -39.3% | -27.5% |
| 3Y | -46.7% | +47.0% | -93.8% | -56.9% |
| All | -40.2% | +48.6% | -88.8% | -51.8% |
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 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