+800.4%
PRU vs ES
+867.2%
-66.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.6% |
| 7D | +1.9% | +0.3% | +1.6% | +1.7% |
| 30D | +2.7% | -2.0% | +4.7% | +3.8% |
| 3M | +19.5% | +1.7% | +17.8% | +18.1% |
| 6M | +26.6% | -3.5% | +30.2% | +28.6% |
| YTD | +12.3% | +7.9% | +4.4% | +6.3% |
| 1Y | +18.0% | +17.2% | +0.9% | +4.9% |
| 3Y | +47.0% | +29.3% | +17.7% | +18.4% |
| 5Y | +48.4% | -5.7% | +54.2% | +42.4% |
| 10Y | +142.4% | +85.2% | +57.2% | +40.1% |
| All | +800.4% | +867.2% | -66.9% | +82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling