+99.2%
PRU vs LEN
+147.0%
-47.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.4% | +6.4% | +2.9% |
| 7D | +3.8% | +0.7% | +3.1% | +3.5% |
| 30D | +9.0% | +13.0% | -4.0% | +4.2% |
| 3M | +2.1% | +1.9% | +0.2% | +0.7% |
| 6M | +25.4% | -0.7% | +26.1% | +23.7% |
| YTD | +13.5% | -13.8% | +27.3% | +16.5% |
| 1Y | +21.3% | -28.1% | +49.4% | +32.6% |
| 3Y | +55.1% | -22.8% | +78.0% | +58.3% |
| 5Y | +43.6% | -7.4% | +50.9% | +30.7% |
| 10Y | +99.2% | +143.7% | -44.4% | +12.0% |
| All | +99.2% | +147.0% | -47.7% | +12.0% |
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