+37.0%
PRU vs IRM
+168.2%
-131.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -2.9% |
| 7D | +2.4% | -8.6% | +11.0% | +5.1% |
| 30D | +6.1% | -8.0% | +14.1% | +8.5% |
| 3M | -0.7% | -12.0% | +11.3% | +2.7% |
| 6M | +22.1% | -18.2% | +40.2% | +28.7% |
| YTD | +9.8% | +31.4% | -21.6% | -1.7% |
| 1Y | +19.4% | +9.2% | +10.2% | +13.5% |
| 3Y | +50.4% | +94.6% | -44.2% | +8.1% |
| All | +37.0% | +168.2% | -131.2% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling