+19.4%
PRU vs EXPD
+35.2%
-15.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.4% | -2.2% |
| 7D | +2.4% | -7.2% | +9.6% | +3.6% |
| 30D | +6.1% | -3.3% | +9.4% | +6.5% |
| 3M | -0.7% | +3.4% | -4.1% | -1.5% |
| 6M | +22.1% | +22.7% | -0.6% | +17.3% |
| YTD | +9.8% | +24.5% | -14.8% | +4.0% |
| 1Y | +19.4% | +38.6% | -19.3% | +11.8% |
| All | +19.4% | +35.2% | -15.8% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling