+134.1%
LLY vs PRU
+50.4%
+83.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.3% | -0.5% | -2.9% |
| 7D | -0.7% | +4.8% | -5.4% | -1.9% |
| 30D | +17.9% | +7.9% | +10.0% | +15.6% |
| 3M | +16.8% | +3.1% | +13.7% | +15.8% |
| 6M | +38.4% | +25.2% | +13.2% | +30.2% |
| YTD | +27.6% | +12.7% | +14.9% | +23.0% |
| 1Y | +48.3% | +23.5% | +24.9% | +38.9% |
| All | +134.1% | +50.4% | +83.7% | +120.8% |
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