+152.0%
PRU vs ESI
+182.6%
-30.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -3.3% |
| 7D | +2.4% | -8.5% | +10.9% | +5.4% |
| 30D | +6.1% | -15.7% | +21.8% | +11.9% |
| 3M | -0.7% | -18.2% | +17.5% | +5.2% |
| 6M | +22.1% | -28.8% | +50.9% | +33.5% |
| YTD | +9.8% | +26.3% | -16.5% | -5.2% |
| 1Y | +19.4% | +18.2% | +1.1% | +5.4% |
| 3Y | +50.4% | +68.1% | -17.7% | +13.1% |
| 5Y | +37.2% | +28.8% | +8.4% | +12.2% |
| 10Y | +119.5% | +329.8% | -210.3% | +19.0% |
| All | +152.0% | +182.6% | -30.6% | +54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling