+56.3%
PRU vs IBN
+57.3%
-1.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.8% |
| 7D | +3.6% | +1.9% | +1.8% | +3.1% |
| 30D | +8.9% | +22.1% | -13.2% | +2.6% |
| 3M | +0.2% | +17.1% | -16.9% | -4.5% |
| 6M | +23.7% | +35.5% | -11.8% | +13.2% |
| YTD | +13.7% | +16.8% | -3.1% | +8.2% |
| 1Y | +20.6% | +12.4% | +8.2% | +16.0% |
| 3Y | +56.3% | +58.0% | -1.7% | +45.3% |
| All | +56.3% | +57.3% | -1.0% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling