+106.1%
PRU vs ES
+82.6%
+23.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.6% |
| 7D | +3.2% | -0.1% | +3.3% | +3.2% |
| 30D | +7.9% | +5.7% | +2.2% | +5.4% |
| 3M | +1.8% | -2.8% | +4.6% | +2.9% |
| 6M | +24.1% | +7.0% | +17.2% | +20.3% |
| YTD | +12.4% | +6.8% | +5.6% | +8.3% |
| 1Y | +20.9% | -0.5% | +21.4% | +19.3% |
| 3Y | +55.5% | +47.2% | +8.3% | +24.1% |
| 5Y | +42.7% | +2.3% | +40.4% | +34.6% |
| 10Y | +106.1% | +85.6% | +20.5% | +103.9% |
| All | +106.1% | +82.6% | +23.6% | +103.9% |
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