+28.8%
IVZ vs PRU
+38.4%
-9.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.3% | -4.7% | -5.0% |
| 7D | -6.7% | +4.8% | -11.5% | -10.5% |
| 30D | -10.9% | +7.9% | -18.7% | -16.9% |
| 3M | -14.8% | +3.1% | -17.9% | -17.4% |
| 6M | +2.4% | +25.2% | -22.8% | -17.2% |
| YTD | +5.4% | +12.7% | -7.3% | -6.6% |
| 1Y | +19.6% | +23.5% | -3.9% | -2.8% |
| 3Y | +122.4% | +50.6% | +71.9% | +46.9% |
| 5Y | +28.8% | +40.9% | -12.1% | -7.8% |
| All | +28.8% | +38.4% | -9.7% | -7.8% |
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