+56.3%
PRU vs EAT
+476.7%
-420.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.9% |
| 7D | +3.6% | -4.0% | +7.6% | +4.3% |
| 30D | +8.9% | -2.9% | +11.8% | +9.2% |
| 3M | +0.2% | -16.9% | +17.1% | +2.9% |
| 6M | +23.7% | +57.0% | -33.2% | +13.1% |
| YTD | +13.7% | +38.2% | -24.4% | +5.7% |
| 1Y | +20.6% | +69.3% | -48.7% | +7.4% |
| 3Y | +56.3% | +483.0% | -426.7% | +16.2% |
| All | +56.3% | +476.7% | -420.4% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling