+488.2%
PRU vs ITOT
+896.7%
-408.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.5% |
| 7D | +1.9% | +0.1% | +1.8% | +1.7% |
| 30D | +2.7% | 0.0% | +2.7% | +2.7% |
| 3M | +19.5% | +2.0% | +17.5% | +14.9% |
| 6M | +26.6% | +13.0% | +13.6% | +2.6% |
| YTD | +12.3% | +14.0% | -1.6% | -10.2% |
| 1Y | +18.0% | +19.9% | -1.9% | -13.5% |
| 3Y | +47.0% | +75.8% | -28.8% | -44.2% |
| 5Y | +48.4% | +73.8% | -25.4% | -45.2% |
| 10Y | +142.4% | +295.9% | -153.4% | -79.3% |
| All | +488.2% | +896.7% | -408.5% | -88.7% |
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