+98.4%
PRU vs EXPD
+337.7%
-239.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -1.8% |
| 7D | -2.8% | -1.6% | -1.3% | -2.0% |
| 30D | +8.5% | +0.6% | +7.9% | +7.9% |
| 3M | +1.7% | +9.8% | -8.1% | -4.0% |
| 6M | +24.8% | +25.8% | -1.0% | +8.4% |
| YTD | +13.3% | +31.3% | -18.0% | -6.0% |
| 1Y | +21.4% | +40.9% | -19.6% | -3.7% |
| 3Y | +54.8% | +74.7% | -19.9% | +3.8% |
| 5Y | +42.4% | +62.9% | -20.5% | -3.2% |
| 10Y | +98.4% | +334.3% | -235.9% | -36.5% |
| All | +98.4% | +337.7% | -239.3% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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