+800.6%
PRU vs EL
+840.3%
-39.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.5% | +1.0% |
| 7D | +3.2% | +8.0% | -4.8% | -0.5% |
| 30D | +7.9% | +15.4% | -7.5% | +0.6% |
| 3M | +1.8% | +28.5% | -26.7% | -11.4% |
| 6M | +24.1% | +32.2% | -8.1% | +5.2% |
| YTD | +12.4% | +9.2% | +3.2% | +1.2% |
| 1Y | +20.9% | +30.8% | -9.9% | -1.2% |
| 3Y | +55.5% | +3.7% | +51.8% | +25.7% |
| 5Y | +42.7% | -64.8% | +107.4% | +101.1% |
| 10Y | +106.1% | +60.0% | +46.1% | +7.4% |
| All | +800.6% | +840.3% | -39.7% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling