+26.2%
PRU vs IRE
-97.3%
+123.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.8% | +2.4% |
| 7D | +3.2% | -15.5% | +18.7% | +3.2% |
| 30D | +7.9% | -70.4% | +78.3% | +8.3% |
| 3M | +1.8% | -81.6% | +83.4% | +2.3% |
| 6M | +24.1% | -94.7% | +118.8% | +25.6% |
| YTD | +12.4% | -91.8% | +104.1% | +12.8% |
| 1Y | +20.9% | -97.6% | +118.5% | +20.2% |
| All | +26.2% | -97.3% | +123.5% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling