+8.3%
EMB vs PRU
+42.7%
-34.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -0.4% | -2.8% | +2.4% | 0.0% |
| 30D | +1.5% | +8.5% | -7.0% | +0.3% |
| 3M | -1.6% | +1.7% | -3.3% | -1.9% |
| 6M | -1.5% | +24.8% | -26.3% | -4.7% |
| YTD | -0.1% | +13.3% | -13.3% | -2.1% |
| 1Y | +0.5% | +21.4% | -20.8% | -2.6% |
| 3Y | +30.2% | +54.8% | -24.6% | +19.2% |
| All | +8.3% | +42.7% | -34.4% | +0.1% |
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