+106.1%
PRU vs LEN
+166.0%
-59.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.2% | -0.8% | +1.2% |
| 7D | +3.2% | +0.6% | +2.6% | +2.9% |
| 30D | +7.9% | +19.4% | -11.5% | +1.2% |
| 3M | +1.8% | +4.5% | -2.7% | -0.5% |
| 6M | +24.1% | +4.9% | +19.2% | +20.2% |
| YTD | +12.4% | -8.9% | +21.3% | +13.2% |
| 1Y | +20.9% | -23.0% | +43.9% | +29.1% |
| 3Y | +55.5% | -16.7% | +72.2% | +54.5% |
| 5Y | +42.7% | -4.5% | +47.1% | +28.8% |
| 10Y | +106.1% | +162.2% | -56.0% | +11.8% |
| All | +106.1% | +166.0% | -59.9% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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