+125.6%
EEM vs PRU
+139.4%
-13.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.9% |
| 7D | +3.1% | +1.9% | +1.2% | +2.4% |
| 30D | +4.9% | -0.4% | +5.3% | +4.9% |
| 3M | +5.2% | +16.4% | -11.2% | -0.4% |
| 6M | +20.7% | +26.0% | -5.3% | +11.1% |
| YTD | +26.5% | +9.9% | +16.6% | +21.6% |
| 1Y | +37.8% | +18.8% | +19.1% | +28.8% |
| 3Y | +91.0% | +45.3% | +45.6% | +63.2% |
| 5Y | +47.0% | +45.6% | +1.5% | +23.7% |
| 10Y | +125.6% | +139.6% | -14.0% | +50.0% |
| All | +125.6% | +139.4% | -13.8% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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