+21.4%
PRU vs EL
+25.2%
-3.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -2.8% | +0.3% | -3.1% | -2.9% |
| 30D | +8.5% | +12.3% | -3.8% | +7.0% |
| 3M | +1.7% | +28.4% | -26.7% | -1.2% |
| 6M | +24.8% | +36.7% | -12.0% | +19.8% |
| YTD | +13.3% | +8.4% | +4.9% | +10.3% |
| 1Y | +21.4% | +25.4% | -4.0% | +13.7% |
| All | +21.4% | +25.2% | -3.8% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling