+99.2%
PRU vs EL
+60.9%
+38.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +3.8% | +7.6% | -3.8% | +1.2% |
| 30D | +9.0% | +15.7% | -6.7% | +3.6% |
| 3M | +2.1% | +30.5% | -28.4% | -7.8% |
| 6M | +25.4% | +32.5% | -7.1% | +11.6% |
| YTD | +13.5% | +9.4% | +4.1% | +5.9% |
| 1Y | +21.3% | +28.4% | -7.0% | +6.1% |
| 3Y | +55.1% | +4.4% | +50.7% | +33.6% |
| 5Y | +43.6% | -64.5% | +108.1% | +108.6% |
| 10Y | +99.2% | +64.9% | +34.4% | +50.4% |
| All | +99.2% | +60.9% | +38.4% | +50.4% |
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