+134.6%
PRU vs ESI
+308.3%
-173.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.0% |
| 7D | -1.9% | +3.9% | -5.8% | -3.6% |
| 30D | -2.6% | -3.8% | +1.2% | -1.1% |
| 3M | +14.7% | -13.1% | +27.8% | +19.5% |
| 6M | +25.7% | +11.3% | +14.3% | +13.7% |
| YTD | +8.3% | +44.1% | -35.8% | -15.2% |
| 1Y | +17.3% | +40.3% | -23.0% | -7.7% |
| 3Y | +43.2% | +84.1% | -40.9% | -6.2% |
| 5Y | +43.5% | +75.8% | -32.3% | -6.7% |
| 10Y | +134.6% | +320.7% | -186.2% | -4.0% |
| All | +134.6% | +308.3% | -173.7% | -4.0% |
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