+134.6%
PRU vs LEN
+103.7%
+30.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.7% |
| 7D | -1.9% | -3.4% | +1.5% | -0.7% |
| 30D | -2.6% | -5.7% | +3.1% | -0.7% |
| 3M | +14.7% | -12.2% | +26.9% | +19.1% |
| 6M | +25.7% | -18.3% | +44.0% | +33.2% |
| YTD | +8.3% | -20.2% | +28.5% | +14.9% |
| 1Y | +17.3% | -40.1% | +57.4% | +37.5% |
| 3Y | +43.2% | -26.2% | +69.4% | +48.9% |
| 5Y | +43.5% | -9.8% | +53.4% | +32.1% |
| 10Y | +134.6% | +109.1% | +25.4% | +39.4% |
| All | +134.6% | +103.7% | +30.8% | +39.4% |
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