+372.0%
LLY vs PRU
+48.6%
+323.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -2.1% | +1.9% | -4.0% | -2.5% |
| 30D | -1.6% | +2.7% | -4.3% | -2.2% |
| 3M | +2.3% | +19.5% | -17.2% | -1.4% |
| 6M | +14.9% | +26.6% | -11.8% | +9.4% |
| YTD | +7.5% | +12.3% | -4.9% | +4.5% |
| 1Y | +55.7% | +18.0% | +37.6% | +49.7% |
| 3Y | +110.6% | +47.0% | +63.6% | +94.1% |
| All | +372.0% | +48.6% | +323.5% | +332.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling