+134.6%
PRU vs EFV
+162.1%
-27.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -0.3% |
| 7D | -1.9% | -0.5% | -1.4% | -1.2% |
| 30D | -2.6% | 0.0% | -2.6% | -2.6% |
| 3M | +14.7% | +8.4% | +6.3% | +2.9% |
| 6M | +25.7% | +12.3% | +13.3% | +6.9% |
| YTD | +8.3% | +17.4% | -9.1% | -13.7% |
| 1Y | +17.3% | +27.1% | -9.8% | -16.2% |
| 3Y | +43.2% | +90.7% | -47.5% | -42.7% |
| 5Y | +43.5% | +95.6% | -52.1% | -44.6% |
| 10Y | +134.6% | +165.3% | -30.7% | -33.8% |
| All | +134.6% | +162.1% | -27.5% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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