+800.6%
PRU vs LEN
+568.3%
+232.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.2% | -0.8% | +0.9% |
| 7D | +3.2% | +0.6% | +2.6% | +2.8% |
| 30D | +7.9% | +19.4% | -11.5% | -0.7% |
| 3M | +1.8% | +4.5% | -2.7% | -1.3% |
| 6M | +24.1% | +4.9% | +19.2% | +18.9% |
| YTD | +12.4% | -8.9% | +21.3% | +13.0% |
| 1Y | +20.9% | -23.0% | +43.9% | +30.5% |
| 3Y | +55.5% | -16.7% | +72.2% | +54.4% |
| 5Y | +42.7% | -4.5% | +47.1% | +26.0% |
| 10Y | +106.1% | +162.2% | -56.0% | -0.6% |
| All | +800.6% | +568.3% | +232.3% | +74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling