+89.1%
IYR vs PRU
+107.2%
-18.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.6% |
| 7D | +2.1% | +3.8% | -1.7% | +0.6% |
| 30D | +7.2% | +9.0% | -1.9% | +3.6% |
| 3M | +0.4% | +2.1% | -1.8% | -0.6% |
| 6M | +1.4% | +25.4% | -24.0% | -7.2% |
| YTD | +11.3% | +13.5% | -2.2% | +5.3% |
| 1Y | +10.5% | +21.3% | -10.9% | +1.8% |
| 3Y | +41.7% | +55.1% | -13.4% | +16.4% |
| 5Y | +7.1% | +43.6% | -36.5% | -10.5% |
| 10Y | +89.1% | +99.2% | -10.2% | +22.3% |
| All | +89.1% | +107.2% | -18.1% | +22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling