+10.7%
IYR vs PRU
+20.8%
-10.1%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.8% | +0.9% |
| 7D | +2.3% | +3.2% | -0.9% | +1.4% |
| 30D | +7.4% | +7.9% | -0.6% | +5.3% |
| 3M | -0.7% | +1.8% | -2.5% | -1.4% |
| 6M | +1.6% | +24.1% | -22.5% | -3.2% |
| YTD | +11.6% | +12.4% | -0.8% | +6.2% |
| All | +10.7% | +20.8% | -10.1% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling