+803.6%
PRU vs ES
+890.6%
-87.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.4% | -4.5% |
| 7D | +4.8% | +5.9% | -1.1% | +1.4% |
| 30D | +7.9% | +10.2% | -2.3% | +2.0% |
| 3M | +3.1% | +0.4% | +2.7% | +2.6% |
| 6M | +25.2% | +6.9% | +18.4% | +19.9% |
| YTD | +12.7% | +10.5% | +2.2% | +5.1% |
| 1Y | +23.5% | +3.2% | +20.3% | +18.5% |
| 3Y | +50.6% | +49.0% | +1.5% | +11.4% |
| 5Y | +40.9% | +4.5% | +36.4% | +26.8% |
| 10Y | +125.5% | +92.3% | +33.1% | +27.5% |
| All | +803.6% | +890.6% | -87.0% | +79.9% |
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 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