+134.7%
PRU vs ITOT
+300.1%
-165.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.6% |
| 7D | -3.8% | -2.0% | -1.8% | -1.3% |
| 30D | -2.0% | -2.0% | -0.1% | +0.4% |
| 3M | +14.0% | +4.5% | +9.4% | +7.5% |
| 6M | +27.2% | +12.6% | +14.6% | +8.9% |
| YTD | +9.1% | +12.0% | -2.9% | -5.9% |
| 1Y | +18.1% | +17.3% | +0.8% | -4.2% |
| 3Y | +44.3% | +75.2% | -31.0% | -30.9% |
| 5Y | +45.7% | +74.0% | -28.3% | -30.5% |
| All | +134.7% | +300.1% | -165.4% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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