+45.6%
PRU vs EFV
+96.3%
-50.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.5% |
| 7D | +1.9% | +1.0% | +0.9% | +1.0% |
| 30D | -0.4% | +0.2% | -0.6% | -0.6% |
| 3M | +16.4% | +9.6% | +6.8% | +6.1% |
| 6M | +26.0% | +14.0% | +12.0% | +10.1% |
| YTD | +9.9% | +18.5% | -8.5% | -8.2% |
| 1Y | +18.8% | +27.9% | -9.1% | -8.7% |
| 3Y | +45.3% | +92.4% | -47.1% | -28.8% |
| 5Y | +45.6% | +97.2% | -51.6% | -29.5% |
| All | +45.6% | +96.3% | -50.7% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling