+811.7%
PRU vs IFF
+373.0%
+438.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | 0.0% | +0.3% |
| 7D | +3.6% | -1.8% | +5.4% | +4.8% |
| 30D | +8.9% | -9.4% | +18.3% | +15.8% |
| 3M | +0.2% | -3.0% | +3.2% | +1.3% |
| 6M | +23.7% | +5.8% | +17.9% | +15.8% |
| YTD | +13.7% | +22.4% | -8.6% | -7.7% |
| 1Y | +20.6% | +23.0% | -2.4% | -2.9% |
| 3Y | +56.3% | +21.8% | +34.6% | +19.1% |
| 5Y | +42.3% | -39.2% | +81.6% | +69.6% |
| 10Y | +99.3% | -12.4% | +111.7% | +52.9% |
| All | +811.7% | +373.0% | +438.7% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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