+26.6%
PRU vs IRM
+10.1%
+16.5%
-8.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.3% |
| 7D | +1.9% | -0.5% | +2.3% | +1.9% |
| 30D | +2.7% | -8.1% | +10.8% | +4.2% |
| 3M | +19.5% | -9.7% | +29.1% | +21.7% |
| 6M | +26.6% | +10.0% | +16.6% | +22.8% |
| All | +26.6% | +10.1% | +16.5% | +22.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling