+42.2%
PRU vs EOSE
-82.3%
+124.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.6% | +0.7% |
| 7D | +3.6% | +9.8% | -6.2% | +3.1% |
| 30D | +8.9% | -2.1% | +10.9% | +8.7% |
| 3M | +0.2% | -54.1% | +54.3% | +2.6% |
| 6M | +23.7% | -76.9% | +100.7% | +29.5% |
| YTD | +13.7% | -83.3% | +97.1% | +19.0% |
| 1Y | +20.6% | -87.4% | +108.1% | +27.4% |
| 3Y | +56.3% | +61.9% | -5.5% | +40.5% |
| All | +42.2% | -82.3% | +124.5% | +28.5% |
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