+132.2%
LLY vs PRU
+46.4%
+85.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.1% |
| 7D | -4.5% | +2.4% | -6.9% | -5.1% |
| 30D | +13.9% | +6.1% | +7.8% | +12.2% |
| 3M | +13.8% | -0.7% | +14.5% | +13.8% |
| 6M | +37.6% | +22.1% | +15.5% | +30.3% |
| YTD | +26.6% | +9.8% | +16.8% | +22.9% |
| 1Y | +45.3% | +19.4% | +26.0% | +37.4% |
| 3Y | +132.2% | +50.4% | +81.9% | +120.6% |
| All | +132.2% | +46.4% | +85.8% | +120.6% |
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 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