+128.3%
IVZ vs PRU
+840.8%
-712.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.6% | -2.4% | -0.3% |
| 7D | +2.6% | +9.8% | -7.1% | -3.6% |
| 30D | -3.5% | +11.6% | -15.1% | -10.5% |
| 3M | -7.4% | +3.7% | -11.1% | -9.9% |
| 6M | +14.7% | +33.0% | -18.3% | -5.6% |
| YTD | +14.6% | +16.6% | -2.0% | +2.8% |
| 1Y | +30.7% | +26.9% | +3.8% | +10.7% |
| 3Y | +141.8% | +55.7% | +86.1% | +80.0% |
| 5Y | +40.2% | +44.5% | -4.3% | +11.1% |
| 10Y | +65.6% | +133.1% | -67.5% | -2.4% |
| All | +128.3% | +840.8% | -712.5% | -63.4% |
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