+54.9%
PRU vs EL
+1.8%
+53.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | 0.0% | +2.7% | -2.7% | -0.5% |
| 30D | +7.9% | +10.8% | -2.9% | +6.1% |
| 3M | +0.9% | +26.5% | -25.6% | -3.4% |
| 6M | +22.4% | +31.1% | -8.8% | +16.0% |
| YTD | +12.7% | +6.6% | +6.1% | +9.8% |
| 1Y | +19.6% | +21.8% | -2.2% | +13.3% |
| All | +54.9% | +1.8% | +53.1% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling