+36.3%
EMB vs PRU
+102.7%
-66.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -0.4% | -2.8% | +2.4% | -0.1% |
| 30D | +1.1% | +8.5% | -7.4% | 0.0% |
| 3M | -2.0% | +1.7% | -3.8% | -2.3% |
| 6M | -1.9% | +24.8% | -26.7% | -4.7% |
| YTD | -0.5% | +13.3% | -13.8% | -2.3% |
| 1Y | +0.1% | +21.4% | -21.3% | -2.6% |
| 3Y | +29.7% | +54.8% | -25.1% | +21.3% |
| 5Y | +8.1% | +42.4% | -34.3% | +1.5% |
| 10Y | +36.3% | +98.4% | -62.2% | +17.8% |
| All | +36.3% | +102.7% | -66.4% | +17.8% |
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