+634.3%
PRU vs IAG
+362.6%
+271.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.8% | -3.4% | +1.9% |
| 7D | +3.2% | +24.0% | -20.8% | +1.5% |
| 30D | +7.9% | +5.5% | +2.4% | +7.3% |
| 3M | +1.8% | +8.3% | -6.5% | +0.9% |
| 6M | +24.1% | +6.1% | +18.0% | +22.8% |
| YTD | +12.4% | +20.3% | -7.9% | +9.2% |
| 1Y | +20.9% | +56.5% | -35.6% | +15.0% |
| 3Y | +55.5% | +762.6% | -707.1% | +25.9% |
| 5Y | +42.7% | +546.3% | -503.6% | +14.5% |
| 10Y | +106.1% | +356.1% | -249.9% | +59.1% |
| All | +634.3% | +362.6% | +271.7% | +385.3% |
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