+48.5%
PRU vs LEN
-10.8%
+59.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.7% |
| 7D | +1.9% | -3.2% | +5.0% | +2.7% |
| 30D | +2.7% | -4.9% | +7.6% | +3.9% |
| 3M | +19.5% | -8.5% | +28.0% | +21.5% |
| 6M | +26.6% | -20.7% | +47.3% | +33.3% |
| YTD | +12.3% | -17.4% | +29.7% | +16.3% |
| 1Y | +18.0% | -38.2% | +56.3% | +32.0% |
| 3Y | +47.0% | -24.9% | +71.9% | +49.7% |
| All | +48.5% | -10.8% | +59.3% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling