+106.1%
PRU vs IRM
+480.4%
-374.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.7% | +0.6% |
| 7D | +3.2% | -3.8% | +6.9% | +4.7% |
| 30D | +7.9% | -3.2% | +11.1% | +9.0% |
| 3M | +1.8% | -7.8% | +9.6% | +4.7% |
| 6M | +24.1% | -12.7% | +36.8% | +30.0% |
| YTD | +12.4% | +36.7% | -24.3% | -5.7% |
| 1Y | +20.9% | +10.0% | +10.9% | +12.0% |
| 3Y | +55.5% | +107.2% | -51.8% | -1.9% |
| 5Y | +42.7% | +181.6% | -138.9% | -26.6% |
| 10Y | +106.1% | +481.1% | -375.0% | -28.0% |
| All | +106.1% | +480.4% | -374.3% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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