+112.0%
PRU vs ES
+85.7%
+26.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -1.4% |
| 7D | +2.4% | +1.9% | +0.5% | +1.6% |
| 30D | +6.1% | +7.1% | -0.9% | +3.1% |
| 3M | -0.7% | -1.9% | +1.2% | 0.0% |
| 6M | +22.1% | +4.4% | +17.7% | +19.5% |
| YTD | +9.8% | +7.3% | +2.5% | +5.6% |
| 1Y | +19.4% | +2.1% | +17.2% | +16.5% |
| 3Y | +50.4% | +41.8% | +8.5% | +22.6% |
| 5Y | +37.2% | +1.4% | +35.7% | +30.1% |
| All | +112.0% | +85.7% | +26.3% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling