+67.8%
IVV vs PRU
+38.4%
+29.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.3% | -1.1% | -3.0% |
| 7D | -4.8% | +4.8% | -9.5% | -6.6% |
| 30D | -5.9% | +7.9% | -13.8% | -9.0% |
| 3M | -4.5% | +3.1% | -7.6% | -6.0% |
| 6M | +1.8% | +25.2% | -23.4% | -8.1% |
| YTD | +8.4% | +12.7% | -4.4% | +1.9% |
| 1Y | +9.4% | +23.5% | -14.1% | -1.4% |
| 3Y | +75.3% | +50.6% | +24.7% | +39.8% |
| 5Y | +67.8% | +40.9% | +26.9% | +37.3% |
| All | +67.8% | +38.4% | +29.4% | +37.3% |
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