+97.7%
PRU vs IBB
+126.8%
-29.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.2% |
| 7D | +3.6% | -0.5% | +4.1% | +3.9% |
| 30D | +8.9% | +4.6% | +4.3% | +5.9% |
| 3M | +0.2% | +6.8% | -6.6% | -4.4% |
| 6M | +23.7% | +23.1% | +0.6% | +8.0% |
| YTD | +13.7% | +26.0% | -12.3% | -2.7% |
| 1Y | +20.6% | +30.4% | -9.7% | +0.9% |
| 3Y | +56.3% | +85.4% | -29.1% | +2.9% |
| 5Y | +42.3% | +39.7% | +2.6% | +10.5% |
| All | +97.7% | +126.8% | -29.0% | +5.1% |
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