+42.2%
PRU vs EXPD
+60.9%
-18.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.1% |
| 7D | +3.6% | +5.5% | -1.9% | +1.6% |
| 30D | +8.9% | -0.8% | +9.7% | +9.0% |
| 3M | +0.2% | +4.1% | -4.0% | -1.5% |
| 6M | +23.7% | +25.7% | -1.9% | +13.1% |
| YTD | +13.7% | +31.4% | -17.7% | +1.0% |
| 1Y | +20.6% | +42.2% | -21.6% | +3.6% |
| 3Y | +56.3% | +77.2% | -20.9% | +20.4% |
| All | +42.2% | +60.9% | -18.7% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling