+17.3%
PRU vs IBN
-8.0%
+25.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.1% |
| 7D | -1.9% | -5.1% | +3.2% | -0.8% |
| 30D | -2.6% | -3.5% | +0.9% | -1.8% |
| 3M | +14.7% | +11.3% | +3.4% | +12.6% |
| 6M | +25.7% | +4.4% | +21.2% | +24.2% |
| YTD | +8.3% | -1.8% | +10.1% | +8.1% |
| 1Y | +17.3% | -8.0% | +25.3% | +16.5% |
| All | +17.3% | -8.0% | +25.3% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling