+48.5%
PRU vs EXPD
+61.6%
-13.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | +1.9% | -1.1% | +3.0% | +2.3% |
| 30D | +2.7% | +4.1% | -1.4% | +1.2% |
| 3M | +19.5% | +17.9% | +1.6% | +12.2% |
| 6M | +26.6% | +29.2% | -2.6% | +14.5% |
| YTD | +12.3% | +27.4% | -15.0% | +1.3% |
| 1Y | +18.0% | +56.8% | -38.8% | -2.9% |
| 3Y | +47.0% | +68.0% | -21.0% | +16.1% |
| All | +48.5% | +61.6% | -13.0% | +14.7% |
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