+110.2%
LLY vs PRU
+47.2%
+63.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -2.1% | +1.9% | -4.0% | -2.6% |
| 30D | -1.6% | +2.7% | -4.3% | -2.3% |
| 3M | +2.3% | +19.5% | -17.2% | -2.5% |
| 6M | +14.9% | +26.6% | -11.8% | +7.7% |
| YTD | +7.5% | +12.3% | -4.9% | +3.8% |
| 1Y | +55.7% | +18.0% | +37.6% | +47.9% |
| All | +110.2% | +47.2% | +63.0% | +88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling