+575.7%
IYR vs PRU
+785.9%
-210.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | +0.4% |
| 7D | +2.0% | +2.4% | -0.4% | +0.9% |
| 30D | +8.2% | +6.1% | +2.1% | +5.6% |
| 3M | -1.7% | -0.7% | -1.0% | -1.7% |
| 6M | -0.4% | +22.1% | -22.5% | -8.3% |
| YTD | +9.9% | +9.8% | +0.1% | +4.9% |
| 1Y | +10.4% | +19.4% | -8.9% | +1.9% |
| 3Y | +38.4% | +50.4% | -11.9% | +14.3% |
| 5Y | +5.2% | +37.2% | -31.9% | -11.1% |
| 10Y | +83.8% | +119.5% | -35.7% | +16.6% |
| All | +575.7% | +785.9% | -210.3% | +109.1% |
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