+617.4%
PRU vs IAG
+337.4%
+280.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.2% | -9.8% | -3.2% |
| 7D | +2.4% | +21.4% | -19.0% | +0.9% |
| 30D | +6.1% | +4.0% | +2.1% | +5.7% |
| 3M | -0.7% | +17.0% | -17.8% | -2.2% |
| 6M | +22.1% | +1.4% | +20.7% | +21.1% |
| YTD | +9.8% | +13.8% | -4.0% | +7.2% |
| 1Y | +19.4% | +55.8% | -36.5% | +13.6% |
| 3Y | +50.4% | +647.4% | -597.0% | +23.1% |
| 5Y | +37.2% | +519.1% | -482.0% | +10.4% |
| 10Y | +119.5% | +345.6% | -226.1% | +69.4% |
| All | +617.4% | +337.4% | +280.0% | +376.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling