+112.0%
PRU vs EXPD
+304.0%
-192.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.4% | -1.4% |
| 7D | +2.4% | -7.2% | +9.6% | +6.6% |
| 30D | +6.1% | -3.3% | +9.4% | +7.9% |
| 3M | -0.7% | +3.4% | -4.1% | -3.1% |
| 6M | +22.1% | +22.7% | -0.6% | +7.5% |
| YTD | +9.8% | +24.5% | -14.8% | -6.1% |
| 1Y | +19.4% | +38.6% | -19.3% | -4.6% |
| 3Y | +50.4% | +71.5% | -21.1% | +1.7% |
| 5Y | +37.2% | +56.2% | -19.1% | -4.6% |
| All | +112.0% | +304.0% | -192.0% | -26.8% |
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