+26.9%
PRU vs IAG
+56.5%
-29.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +10.2% | -3.6% | +6.1% |
| 7D | +9.8% | +1.1% | +8.7% | +9.5% |
| 30D | +11.6% | -5.3% | +16.8% | +11.6% |
| 3M | +3.7% | +18.0% | -14.4% | +2.9% |
| 6M | +33.0% | +7.1% | +25.9% | +32.4% |
| YTD | +16.6% | +5.9% | +10.6% | +16.5% |
| 1Y | +26.9% | +59.4% | -32.5% | +24.6% |
| All | +26.9% | +56.5% | -29.6% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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