+779.9%
PRU vs IBN
+6,212.3%
-5,432.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.8% | -4.4% |
| 7D | +2.4% | +15.1% | -12.7% | -3.8% |
| 30D | +6.1% | +21.6% | -15.5% | -2.7% |
| 3M | -0.7% | +11.2% | -11.9% | -5.4% |
| 6M | +22.1% | +27.8% | -5.7% | +9.3% |
| YTD | +9.8% | +14.7% | -4.9% | +2.5% |
| 1Y | +19.4% | +14.4% | +4.9% | +11.5% |
| 3Y | +50.4% | +52.1% | -1.7% | +22.0% |
| 5Y | +37.2% | +70.7% | -33.6% | +4.9% |
| 10Y | +119.5% | +385.5% | -266.0% | -1.1% |
| All | +779.9% | +6,212.3% | -5,432.4% | +102.8% |
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