+94.4%
PRU vs REPL
+36.8%
+57.6%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | +3.6% | +1.2% | +2.4% | +3.6% |
| 30D | +8.9% | +92.2% | -83.3% | +6.3% |
| 3M | +0.2% | +44.1% | -43.9% | -1.3% |
| 6M | +23.7% | +313.0% | -289.3% | +14.1% |
| YTD | +13.7% | +125.2% | -111.5% | +4.5% |
| 1Y | +20.6% | +143.8% | -123.1% | +10.4% |
| 3Y | +56.3% | +104.2% | -47.9% | +22.5% |
| 5Y | +42.3% | -34.5% | +76.9% | +23.2% |
| All | +94.4% | +36.8% | +57.6% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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