+800.4%
PRU vs EXPD
+1,673.4%
-873.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.5% |
| 7D | +1.9% | -1.1% | +3.0% | +2.6% |
| 30D | +2.7% | +4.1% | -1.4% | +0.1% |
| 3M | +19.5% | +17.9% | +1.6% | +7.5% |
| 6M | +26.6% | +29.2% | -2.6% | +6.8% |
| YTD | +12.3% | +27.4% | -15.0% | -5.7% |
| 1Y | +18.0% | +56.8% | -38.8% | -13.9% |
| 3Y | +47.0% | +68.0% | -21.0% | +0.4% |
| 5Y | +48.4% | +61.9% | -13.4% | -0.6% |
| 10Y | +142.4% | +316.0% | -173.6% | -11.5% |
| All | +800.4% | +1,673.4% | -873.1% | +65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling