+3,232.3%
LLY vs PRU
+809.8%
+2,422.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.3% | -0.5% | -3.0% |
| 7D | -0.7% | +4.8% | -5.4% | -1.7% |
| 30D | +17.9% | +7.9% | +10.0% | +16.0% |
| 3M | +16.8% | +3.1% | +13.7% | +16.0% |
| 6M | +38.4% | +25.2% | +13.2% | +31.5% |
| YTD | +27.6% | +12.7% | +14.9% | +23.7% |
| 1Y | +48.3% | +23.5% | +24.9% | +40.9% |
| 3Y | +145.4% | +50.6% | +94.8% | +121.4% |
| 5Y | +438.9% | +40.9% | +398.0% | +386.0% |
| 10Y | +2,101.6% | +125.5% | +1,976.2% | +1,587.4% |
| All | +3,232.3% | +809.8% | +2,422.5% | +1,194.8% |
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 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