+43.5%
PRU vs EOSE
-69.1%
+112.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -1.4% |
| 7D | -1.9% | +15.0% | -16.8% | -2.5% |
| 30D | -2.6% | +2.5% | -5.1% | -2.9% |
| 3M | +14.7% | -33.7% | +48.4% | +15.9% |
| 6M | +25.7% | -32.7% | +58.4% | +26.1% |
| YTD | +8.3% | -63.8% | +72.0% | +10.5% |
| 1Y | +17.3% | -40.5% | +57.9% | +16.4% |
| 3Y | +43.2% | +50.4% | -7.2% | +29.9% |
| 5Y | +43.5% | -68.6% | +112.1% | +37.4% |
| All | +43.5% | -69.1% | +112.6% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling