+49.6%
PRU vs ESI
+79.8%
-30.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -1.7% |
| 7D | +1.9% | +3.3% | -1.5% | +0.9% |
| 30D | +2.7% | -5.9% | +8.6% | +4.2% |
| 3M | +19.5% | -14.1% | +33.6% | +22.6% |
| 6M | +26.6% | +6.6% | +20.1% | +19.3% |
| YTD | +12.3% | +45.0% | -32.7% | -6.7% |
| 1Y | +18.0% | +41.5% | -23.4% | -1.7% |
| All | +49.6% | +79.8% | -30.2% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling