+42.2%
PRU vs ESI
+36.5%
+5.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.7% | +1.2% |
| 7D | +3.6% | +5.5% | -1.9% | +1.7% |
| 30D | +8.9% | -7.8% | +16.6% | +11.0% |
| 3M | +0.2% | -15.0% | +15.2% | +4.5% |
| 6M | +23.7% | -24.9% | +48.6% | +32.7% |
| YTD | +13.7% | +33.2% | -19.5% | -7.2% |
| 1Y | +20.6% | +24.9% | -4.3% | +1.1% |
| 3Y | +56.3% | +77.8% | -21.4% | +4.7% |
| All | +42.2% | +36.5% | +5.7% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling