+482.6%
LLY vs PRU
+42.1%
+440.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.9% |
| 7D | +6.6% | +3.6% | +3.0% | +5.8% |
| 30D | +19.4% | +8.9% | +10.6% | +17.4% |
| 3M | +19.6% | +0.2% | +19.4% | +19.4% |
| 6M | +42.6% | +23.7% | +18.8% | +36.3% |
| YTD | +35.0% | +13.7% | +21.2% | +30.9% |
| 1Y | +42.0% | +20.6% | +21.4% | +35.9% |
| 3Y | +140.5% | +56.3% | +84.2% | +119.5% |
| All | +482.6% | +42.1% | +440.5% | +438.8% |
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 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