+2,706.5%
LLY vs PRU
+806.6%
+1,899.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -2.1% | +1.9% | -4.0% | -2.6% |
| 30D | -1.6% | +2.7% | -4.3% | -2.2% |
| 3M | +2.3% | +19.5% | -17.2% | -1.7% |
| 6M | +14.9% | +26.6% | -11.8% | +8.9% |
| YTD | +7.5% | +12.3% | -4.9% | +4.3% |
| 1Y | +55.7% | +18.0% | +37.6% | +49.3% |
| 3Y | +110.6% | +47.0% | +63.6% | +91.0% |
| 5Y | +363.4% | +48.4% | +315.0% | +312.9% |
| 10Y | +1,649.0% | +142.4% | +1,506.5% | +1,219.2% |
| All | +2,706.5% | +806.6% | +1,899.9% | +991.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling