+37.0%
PRU vs ES
+1.4%
+35.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -1.8% |
| 7D | +2.4% | +1.9% | +0.5% | +1.8% |
| 30D | +6.1% | +7.1% | -0.9% | +4.0% |
| 3M | -0.7% | -1.9% | +1.2% | -0.2% |
| 6M | +22.1% | +4.4% | +17.7% | +20.3% |
| YTD | +9.8% | +7.3% | +2.5% | +6.9% |
| 1Y | +19.4% | +2.1% | +17.2% | +17.3% |
| 3Y | +50.4% | +41.8% | +8.5% | +29.3% |
| All | +37.0% | +1.4% | +35.5% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling