+148.9%
IVZ vs PRU
+773.7%
-624.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | +0.2% |
| 7D | +1.2% | -1.9% | +3.0% | +2.5% |
| 30D | +1.8% | -2.6% | +4.4% | +3.6% |
| 3M | +15.7% | +14.7% | +1.0% | +5.4% |
| 6M | +36.3% | +25.7% | +10.7% | +16.5% |
| YTD | +24.9% | +8.3% | +16.7% | +18.0% |
| 1Y | +48.9% | +17.3% | +31.6% | +33.2% |
| 3Y | +136.8% | +43.2% | +93.6% | +86.9% |
| 5Y | +60.0% | +43.5% | +16.4% | +28.0% |
| 10Y | +63.4% | +134.6% | -71.2% | -3.5% |
| All | +148.9% | +773.7% | -624.8% | -57.9% |
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