+95.9%
PRU vs IAG
+384.2%
-288.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.1% | +4.6% | -0.3% |
| 7D | 0.0% | -2.1% | +2.0% | 0.0% |
| 30D | +7.9% | -6.2% | +14.1% | +8.1% |
| 3M | +0.9% | -5.1% | +6.0% | +0.9% |
| 6M | +22.4% | -10.0% | +32.3% | +22.4% |
| YTD | +12.7% | +3.9% | +8.8% | +11.8% |
| 1Y | +19.6% | +18.9% | +0.7% | +18.0% |
| 3Y | +54.0% | +651.8% | -597.8% | +40.1% |
| 5Y | +41.0% | +416.3% | -375.2% | +26.1% |
| All | +95.9% | +384.2% | -288.3% | +78.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling