+934.4%
IVV vs PRU
+809.8%
+124.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.3% | -1.1% | -3.4% |
| 7D | -4.8% | +4.8% | -9.5% | -6.2% |
| 30D | -5.9% | +7.9% | -13.8% | -8.2% |
| 3M | -4.5% | +3.1% | -7.6% | -5.6% |
| 6M | +1.8% | +25.2% | -23.4% | -5.5% |
| YTD | +8.4% | +12.7% | -4.4% | +3.6% |
| 1Y | +9.4% | +23.5% | -14.1% | +1.6% |
| 3Y | +75.3% | +50.6% | +24.7% | +51.5% |
| 5Y | +67.8% | +40.9% | +26.9% | +47.0% |
| 10Y | +314.2% | +125.5% | +188.7% | +196.8% |
| All | +934.4% | +809.8% | +124.5% | +237.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling