+68.2%
IVV vs PRU
+36.1%
+32.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +3.0% | +1.4% |
| 7D | -2.7% | +2.4% | -5.1% | -3.7% |
| 30D | -5.4% | +6.1% | -11.5% | -7.9% |
| 3M | -4.1% | -0.7% | -3.3% | -4.0% |
| 6M | +0.7% | +22.1% | -21.3% | -8.2% |
| YTD | +8.7% | +9.8% | -1.0% | +3.4% |
| 1Y | +11.0% | +19.4% | -8.4% | +1.5% |
| 3Y | +75.4% | +50.4% | +25.1% | +39.7% |
| All | +68.2% | +36.1% | +32.0% | +39.5% |
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