+984.2%
IVV vs PRU
+806.6%
+177.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.1% |
| 7D | +0.1% | +1.9% | -1.7% | -0.5% |
| 30D | +0.1% | +2.7% | -2.6% | -0.8% |
| 3M | +2.0% | +19.5% | -17.5% | -3.7% |
| 6M | +13.0% | +26.6% | -13.6% | +4.6% |
| YTD | +13.6% | +12.3% | +1.3% | +8.9% |
| 1Y | +20.1% | +18.0% | +2.0% | +13.2% |
| 3Y | +77.6% | +47.0% | +30.6% | +54.9% |
| 5Y | +82.5% | +48.4% | +34.0% | +57.4% |
| 10Y | +316.5% | +142.4% | +174.1% | +192.6% |
| All | +984.2% | +806.6% | +177.6% | +254.4% |
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