+48.5%
PRU vs EL
-67.1%
+115.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -3.9% | -1.6% |
| 7D | +1.9% | +0.8% | +1.1% | +1.7% |
| 30D | +2.7% | +19.8% | -17.1% | -1.6% |
| 3M | +19.5% | +25.7% | -6.2% | +13.0% |
| 6M | +26.6% | +5.4% | +21.2% | +23.8% |
| YTD | +12.3% | +0.2% | +12.1% | +10.1% |
| 1Y | +18.0% | +20.4% | -2.4% | +10.1% |
| 3Y | +47.0% | -32.1% | +79.2% | +50.6% |
| All | +48.5% | -67.1% | +115.6% | +98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling