+7.5%
EMB vs PRU
+42.1%
-34.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.4% |
| 7D | -0.9% | +3.6% | -4.5% | -1.4% |
| 30D | +0.4% | +8.9% | -8.5% | -0.9% |
| 3M | -3.1% | +0.2% | -3.3% | -3.2% |
| 6M | -2.1% | +23.7% | -25.8% | -5.1% |
| YTD | -1.1% | +13.7% | -14.8% | -3.2% |
| 1Y | -0.1% | +20.6% | -20.7% | -3.0% |
| 3Y | +29.6% | +56.3% | -26.7% | +18.5% |
| All | +7.5% | +42.1% | -34.6% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling