+37.0%
PRU vs EAT
+361.6%
-324.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.2% | -2.1% |
| 7D | +2.4% | -2.6% | +5.0% | +3.0% |
| 30D | +6.1% | +11.5% | -5.3% | +3.8% |
| 3M | -0.7% | -9.1% | +8.4% | +0.5% |
| 6M | +22.1% | +40.4% | -18.4% | +12.7% |
| YTD | +9.8% | +43.9% | -34.2% | 0.0% |
| 1Y | +19.4% | +101.9% | -82.6% | +0.8% |
| 3Y | +50.4% | +489.9% | -439.5% | -3.0% |
| All | +37.0% | +361.6% | -324.6% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling