+27.2%
PRU vs IRE
-97.5%
+124.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +12.1% | -12.3% | -0.2% |
| 7D | -2.8% | -15.1% | +12.3% | -2.8% |
| 30D | +8.5% | -71.4% | +79.9% | +8.9% |
| 3M | +1.7% | -81.2% | +82.9% | +2.2% |
| 6M | +24.8% | -93.7% | +118.5% | +25.9% |
| YTD | +13.3% | -92.2% | +105.5% | +13.7% |
| 1Y | +21.4% | -97.3% | +118.6% | +20.8% |
| All | +27.2% | -97.5% | +124.7% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling