+97.7%
PRU vs IBN
+385.6%
-287.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.8% |
| 7D | +3.6% | +1.9% | +1.8% | +2.8% |
| 30D | +8.9% | +22.1% | -13.2% | -0.5% |
| 3M | +0.2% | +17.1% | -16.9% | -6.8% |
| 6M | +23.7% | +35.5% | -11.8% | +7.7% |
| YTD | +13.7% | +16.8% | -3.1% | +5.3% |
| 1Y | +20.6% | +12.4% | +8.2% | +13.5% |
| 3Y | +56.3% | +58.0% | -1.7% | +23.5% |
| 5Y | +42.3% | +73.7% | -31.4% | +6.5% |
| All | +97.7% | +385.6% | -287.8% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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