+95.9%
PRU vs ESI
+321.1%
-225.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.4% |
| 7D | 0.0% | +8.3% | -8.4% | -3.7% |
| 30D | +7.9% | -10.4% | +18.4% | +12.3% |
| 3M | +0.9% | -13.2% | +14.1% | +5.6% |
| 6M | +22.4% | -23.9% | +46.2% | +32.9% |
| YTD | +12.7% | +34.2% | -21.5% | -11.0% |
| 1Y | +19.6% | +22.2% | -2.7% | -1.2% |
| 3Y | +54.0% | +79.2% | -25.2% | -1.2% |
| 5Y | +41.0% | +38.1% | +2.9% | +1.7% |
| All | +95.9% | +321.1% | -225.2% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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