+99.2%
PRU vs IBB
+130.8%
-31.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.7% |
| 7D | +3.8% | +0.8% | +3.0% | +3.3% |
| 30D | +9.0% | +5.2% | +3.9% | +5.7% |
| 3M | +2.1% | +8.6% | -6.4% | -3.4% |
| 6M | +25.4% | +27.8% | -2.4% | +7.0% |
| YTD | +13.5% | +28.8% | -15.3% | -4.1% |
| 1Y | +21.3% | +36.4% | -15.1% | -1.3% |
| 3Y | +55.1% | +89.3% | -34.2% | +1.0% |
| 5Y | +43.6% | +43.3% | +0.3% | +9.9% |
| 10Y | +99.2% | +130.6% | -31.4% | +4.6% |
| All | +99.2% | +130.8% | -31.5% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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