+463.9%
LLY vs PRU
+41.4%
+422.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +3.8% |
| 7D | +0.1% | +3.2% | -3.1% | -0.6% |
| 30D | +19.7% | +7.9% | +11.8% | +17.9% |
| 3M | +19.3% | +1.8% | +17.5% | +18.7% |
| 6M | +49.3% | +24.1% | +25.2% | +42.7% |
| YTD | +32.0% | +12.4% | +19.7% | +28.3% |
| 1Y | +53.7% | +20.9% | +32.8% | +47.0% |
| 3Y | +143.7% | +55.5% | +88.3% | +122.8% |
| 5Y | +463.9% | +42.7% | +421.2% | +422.3% |
| All | +463.9% | +41.4% | +422.5% | +422.3% |
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