+139.6%
PRU vs IRM
+407.3%
-267.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.9% |
| 7D | +1.9% | +1.6% | +0.3% | +1.2% |
| 30D | -0.4% | -4.2% | +3.8% | +1.3% |
| 3M | +16.4% | -5.4% | +21.8% | +18.5% |
| 6M | +26.0% | +12.0% | +14.0% | +18.1% |
| YTD | +9.9% | +42.0% | -32.1% | -8.4% |
| 1Y | +18.8% | +29.9% | -11.1% | +2.2% |
| 3Y | +45.4% | +104.4% | -59.0% | -5.5% |
| 5Y | +45.6% | +191.0% | -145.4% | -24.3% |
| 10Y | +139.6% | +417.1% | -277.5% | -15.7% |
| All | +139.6% | +407.3% | -267.7% | -15.7% |
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