+724.1%
EEM vs PRU
+746.3%
-22.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +3.2% |
| 7D | -2.8% | +2.4% | -5.2% | -3.7% |
| 30D | -11.9% | +6.1% | -18.1% | -14.0% |
| 3M | -8.8% | -0.7% | -8.0% | -8.8% |
| 6M | -11.6% | +22.1% | -33.7% | -18.5% |
| YTD | +9.0% | +9.8% | -0.8% | +4.2% |
| 1Y | +10.6% | +19.4% | -8.8% | +2.3% |
| 3Y | +64.4% | +50.4% | +14.0% | +36.8% |
| 5Y | +31.0% | +37.2% | -6.1% | +10.9% |
| 10Y | +105.6% | +119.5% | -13.9% | +33.1% |
| All | +724.1% | +746.3% | -22.2% | +166.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling