+136.2%
PRU vs EAT
+374.9%
-238.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +0.9% |
| 7D | -2.3% | -7.7% | +5.4% | -0.3% |
| 30D | -1.7% | -13.6% | +11.9% | +1.9% |
| 3M | +13.2% | +33.9% | -20.6% | +4.2% |
| 6M | +28.8% | +47.2% | -18.4% | +14.2% |
| YTD | +9.8% | +48.1% | -38.3% | -3.2% |
| 1Y | +17.4% | +33.7% | -16.3% | +5.4% |
| 3Y | +44.9% | +595.8% | -550.9% | -21.4% |
| 5Y | +46.6% | +314.4% | -267.7% | -13.5% |
| All | +136.2% | +374.9% | -238.8% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling