+134.6%
PRU vs IAG
+401.0%
-266.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.6% |
| 7D | -1.9% | +1.7% | -3.6% | -1.9% |
| 30D | -2.6% | +11.4% | -14.0% | -3.0% |
| 3M | +14.7% | +33.0% | -18.3% | +13.4% |
| 6M | +25.7% | -6.0% | +31.7% | +25.5% |
| YTD | +8.3% | +24.6% | -16.3% | +6.9% |
| 1Y | +17.3% | +105.0% | -87.7% | +13.7% |
| 3Y | +43.2% | +837.9% | -794.7% | +30.6% |
| 5Y | +43.5% | +817.0% | -773.4% | +28.4% |
| 10Y | +134.6% | +425.3% | -290.8% | +113.2% |
| All | +134.6% | +401.0% | -266.4% | +113.2% |
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