+65.1%
IVZ vs PRU
+48.6%
+16.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +2.0% |
| 7D | +0.6% | +1.9% | -1.2% | -1.1% |
| 30D | +4.0% | +2.7% | +1.3% | +1.4% |
| 3M | +18.2% | +19.5% | -1.3% | -0.2% |
| 6M | +32.8% | +26.6% | +6.2% | +5.8% |
| YTD | +28.7% | +12.3% | +16.4% | +14.5% |
| 1Y | +55.4% | +18.0% | +37.3% | +31.4% |
| 3Y | +135.2% | +47.0% | +88.2% | +58.5% |
| All | +65.1% | +48.6% | +16.6% | +9.5% |
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