+800.4%
PRU vs EL
+763.0%
+37.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -3.9% | -2.4% |
| 7D | +1.9% | +0.8% | +1.1% | +1.4% |
| 30D | +2.7% | +19.8% | -17.1% | -7.1% |
| 3M | +19.5% | +25.7% | -6.2% | +5.2% |
| 6M | +26.6% | +5.4% | +21.2% | +19.0% |
| YTD | +12.3% | +0.2% | +12.1% | +6.0% |
| 1Y | +18.0% | +20.4% | -2.4% | -0.2% |
| 3Y | +47.0% | -32.1% | +79.2% | +48.1% |
| 5Y | +48.4% | -67.2% | +115.6% | +116.0% |
| 10Y | +142.4% | +31.7% | +110.7% | +41.4% |
| All | +800.4% | +763.0% | +37.4% | +44.5% |
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