+800.4%
PRU vs IRM
+2,350.2%
-1,549.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.8% |
| 7D | +1.9% | -0.5% | +2.3% | +2.1% |
| 30D | +2.7% | -8.1% | +10.8% | +7.1% |
| 3M | +19.5% | -9.7% | +29.1% | +24.9% |
| 6M | +26.6% | +10.0% | +16.6% | +18.4% |
| YTD | +12.3% | +43.0% | -30.7% | -9.5% |
| 1Y | +18.0% | +32.7% | -14.6% | -2.2% |
| 3Y | +47.0% | +102.7% | -55.7% | -8.3% |
| 5Y | +48.4% | +187.6% | -139.1% | -26.9% |
| 10Y | +142.4% | +420.1% | -277.7% | -20.3% |
| All | +800.4% | +2,350.2% | -1,549.8% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling