+634.1%
PRU vs IAG
+377.5%
+256.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.8% |
| 7D | +1.9% | -0.5% | +2.4% | +1.9% |
| 30D | +2.7% | +28.9% | -26.2% | +0.6% |
| 3M | +19.5% | +19.1% | +0.3% | +17.4% |
| 6M | +26.6% | -10.3% | +36.9% | +26.8% |
| YTD | +12.3% | +24.2% | -11.9% | +9.2% |
| 1Y | +18.0% | +116.5% | -98.4% | +9.4% |
| 3Y | +47.0% | +742.8% | -695.8% | +19.3% |
| 5Y | +48.4% | +753.3% | -704.9% | +16.5% |
| 10Y | +142.4% | +403.2% | -260.7% | +84.6% |
| All | +634.1% | +377.5% | +256.6% | +384.9% |
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