+800.4%
PRU vs IBB
+645.4%
+155.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.3% |
| 7D | +1.9% | +1.4% | +0.4% | +0.8% |
| 30D | +2.7% | +10.5% | -7.8% | -5.1% |
| 3M | +19.5% | +23.6% | -4.2% | +1.2% |
| 6M | +26.6% | +22.6% | +4.0% | +7.3% |
| YTD | +12.3% | +25.7% | -13.3% | -6.9% |
| 1Y | +18.0% | +51.4% | -33.3% | -15.4% |
| 3Y | +47.0% | +64.4% | -17.4% | -2.8% |
| 5Y | +48.4% | +22.1% | +26.3% | +19.4% |
| 10Y | +142.4% | +132.5% | +10.0% | +10.9% |
| All | +800.4% | +645.4% | +155.0% | +18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling