+18.1%
PRU vs EOSE
-43.4%
+61.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.6% | +0.9% |
| 7D | -3.8% | +14.0% | -17.8% | -4.3% |
| 30D | -2.0% | -5.9% | +3.9% | -2.0% |
| 3M | +14.0% | -34.3% | +48.2% | +15.0% |
| 6M | +27.2% | -37.8% | +65.0% | +27.7% |
| YTD | +9.1% | -65.2% | +74.3% | +10.7% |
| 1Y | +18.1% | -41.9% | +60.0% | +22.8% |
| All | +18.1% | -43.4% | +61.5% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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