+779.9%
PRU vs EAT
+1,560.2%
-780.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.2% | -1.6% |
| 7D | +2.4% | -2.6% | +5.0% | +3.4% |
| 30D | +6.1% | +11.5% | -5.3% | +1.8% |
| 3M | -0.7% | -9.1% | +8.4% | +1.2% |
| 6M | +22.1% | +40.4% | -18.4% | +5.7% |
| YTD | +9.8% | +43.9% | -34.2% | -7.3% |
| 1Y | +19.4% | +101.9% | -82.6% | -11.3% |
| 3Y | +50.4% | +489.9% | -439.5% | -29.9% |
| 5Y | +37.2% | +362.6% | -325.5% | -36.0% |
| 10Y | +119.5% | +385.7% | -266.2% | -21.7% |
| All | +779.9% | +1,560.2% | -780.3% | +30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling