+112.0%
PRU vs EL
+56.3%
+55.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.9% | -3.4% |
| 7D | +2.4% | +0.8% | +1.6% | +2.1% |
| 30D | +6.1% | +16.5% | -10.4% | +0.6% |
| 3M | -0.7% | +29.2% | -29.9% | -10.1% |
| 6M | +22.1% | +27.9% | -5.8% | +10.0% |
| YTD | +9.8% | +6.2% | +3.6% | +3.5% |
| 1Y | +19.4% | +27.2% | -7.8% | +4.7% |
| 3Y | +50.4% | +3.2% | +47.2% | +29.7% |
| 5Y | +37.2% | -66.0% | +103.1% | +102.7% |
| All | +112.0% | +56.3% | +55.8% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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