+495.6%
PRU vs ITOT
+875.1%
-379.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.6% |
| 7D | +3.6% | +2.5% | +1.1% | -0.5% |
| 30D | +8.9% | -1.7% | +10.6% | +11.5% |
| 3M | +0.2% | -3.4% | +3.5% | +5.3% |
| 6M | +23.7% | +2.1% | +21.6% | +18.1% |
| YTD | +13.7% | +11.5% | +2.3% | -6.2% |
| 1Y | +20.6% | +13.6% | +7.0% | -3.7% |
| 3Y | +56.3% | +77.2% | -20.9% | -41.7% |
| 5Y | +42.3% | +64.4% | -22.0% | -42.4% |
| 10Y | +99.3% | +288.6% | -189.3% | -82.6% |
| All | +495.6% | +875.1% | -379.5% | -88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling