+23.3%
PRU vs IRE
-97.2%
+120.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +39.6% | -42.2% | -2.6% |
| 7D | +2.4% | -27.2% | +29.6% | +2.4% |
| 30D | +6.1% | -75.1% | +81.2% | +6.6% |
| 3M | -0.7% | -77.9% | +77.1% | -0.3% |
| 6M | +22.1% | -94.6% | +116.6% | +23.5% |
| YTD | +9.8% | -91.5% | +101.3% | +10.2% |
| 1Y | +19.4% | -97.8% | +117.2% | +18.4% |
| All | +23.3% | -97.2% | +120.5% | +22.9% |
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