+26.6%
PRU vs ESI
+7.2%
+19.4%
-8.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -1.1% |
| 7D | +1.9% | +3.3% | -1.5% | +1.7% |
| 30D | +2.7% | -5.9% | +8.6% | +3.0% |
| 3M | +19.5% | -14.1% | +33.6% | +19.4% |
| 6M | +26.6% | +6.6% | +20.1% | +21.2% |
| All | +26.6% | +7.2% | +19.4% | +21.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling