+50.4%
PRU vs ES
+46.3%
+4.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -1.9% |
| 7D | +2.4% | +1.9% | +0.5% | +2.0% |
| 30D | +6.1% | +7.1% | -0.9% | +4.5% |
| 3M | -0.7% | -1.9% | +1.2% | -0.4% |
| 6M | +22.1% | +4.4% | +17.7% | +20.8% |
| YTD | +9.8% | +7.3% | +2.5% | +7.5% |
| 1Y | +19.4% | +2.1% | +17.2% | +17.7% |
| 3Y | +50.4% | +41.8% | +8.5% | +34.8% |
| All | +50.4% | +46.3% | +4.0% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling