+56.3%
PRU vs EOSE
+48.1%
+8.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.6% | +0.8% |
| 7D | +3.6% | +9.8% | -6.2% | +3.3% |
| 30D | +8.9% | -2.1% | +10.9% | +8.7% |
| 3M | +0.2% | -54.1% | +54.3% | +1.9% |
| 6M | +23.7% | -76.9% | +100.7% | +27.8% |
| YTD | +13.7% | -83.3% | +97.1% | +17.3% |
| 1Y | +20.6% | -87.4% | +108.1% | +25.2% |
| 3Y | +56.3% | +61.9% | -5.5% | +50.2% |
| All | +56.3% | +48.1% | +8.3% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling