+800.6%
PRU vs IBN
+6,316.6%
-5,516.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.6% |
| 7D | +3.2% | +14.6% | -11.4% | -2.9% |
| 30D | +7.9% | +23.5% | -15.6% | -1.7% |
| 3M | +1.8% | +14.0% | -12.2% | -4.1% |
| 6M | +24.1% | +31.1% | -7.0% | +9.9% |
| YTD | +12.4% | +16.6% | -4.2% | +4.2% |
| 1Y | +20.9% | +14.9% | +6.0% | +12.8% |
| 3Y | +55.5% | +56.9% | -1.4% | +24.4% |
| 5Y | +42.7% | +69.7% | -27.0% | +9.4% |
| 10Y | +106.1% | +365.4% | -259.2% | -5.3% |
| All | +800.6% | +6,316.6% | -5,516.0% | +106.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling