+42.4%
PRU vs REPL
-34.5%
+76.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.4% | +6.2% | -0.2% |
| 7D | -2.8% | +5.3% | -8.1% | -2.9% |
| 30D | +8.5% | +66.6% | -58.1% | +8.0% |
| 3M | +1.7% | +59.6% | -57.8% | +1.3% |
| 6M | +24.8% | +482.4% | -457.6% | +21.7% |
| YTD | +13.3% | +124.1% | -110.8% | +11.0% |
| 1Y | +21.4% | +138.6% | -117.2% | +18.8% |
| 3Y | +54.8% | +96.0% | -41.3% | +42.1% |
| 5Y | +42.4% | -35.4% | +77.8% | +41.2% |
| All | +42.4% | -34.5% | +76.9% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling