+800.4%
PRU vs LEN
+506.0%
+294.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.5% |
| 7D | +1.9% | -3.2% | +5.0% | +3.4% |
| 30D | +2.7% | -4.9% | +7.6% | +4.8% |
| 3M | +19.5% | -8.5% | +28.0% | +22.9% |
| 6M | +26.6% | -20.7% | +47.3% | +38.0% |
| YTD | +12.3% | -17.4% | +29.7% | +19.1% |
| 1Y | +18.0% | -38.2% | +56.3% | +41.5% |
| 3Y | +47.0% | -24.9% | +71.9% | +53.8% |
| 5Y | +48.4% | -11.4% | +59.9% | +36.5% |
| 10Y | +142.4% | +110.0% | +32.4% | +30.5% |
| All | +800.4% | +506.0% | +294.4% | +83.8% |
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 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