+106.1%
PRU vs ESI
+323.5%
-217.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.1% | -2.8% | 0.0% |
| 7D | +3.2% | -3.5% | +6.6% | +4.4% |
| 30D | +7.9% | -9.3% | +17.2% | +11.6% |
| 3M | +1.8% | -12.8% | +14.6% | +6.3% |
| 6M | +24.1% | -24.6% | +48.7% | +35.4% |
| YTD | +12.4% | +32.7% | -20.4% | -10.7% |
| 1Y | +20.9% | +20.3% | +0.6% | +0.7% |
| 3Y | +55.5% | +80.2% | -24.7% | -0.6% |
| 5Y | +42.7% | +40.0% | +2.7% | +2.0% |
| 10Y | +106.1% | +310.8% | -204.6% | -19.8% |
| All | +106.1% | +323.5% | -217.3% | -19.8% |
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