+574.1%
IYR vs PRU
+806.6%
-232.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.3% |
| 7D | -1.2% | +1.9% | -3.1% | -2.0% |
| 30D | -2.9% | +2.7% | -5.6% | -4.0% |
| 3M | +0.8% | +19.5% | -18.6% | -6.2% |
| 6M | +1.9% | +26.6% | -24.8% | -7.6% |
| YTD | +9.6% | +12.3% | -2.7% | +3.9% |
| 1Y | +8.1% | +18.0% | -10.0% | +0.2% |
| 3Y | +29.2% | +47.0% | -17.8% | +7.8% |
| 5Y | +4.3% | +48.4% | -44.1% | -14.7% |
| 10Y | +64.7% | +142.4% | -77.8% | +0.3% |
| All | +574.1% | +806.6% | -232.5% | +107.0% |
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