+131.7%
EMB vs PRU
+160.9%
-29.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | 0.0% | +1.9% | -1.9% | -0.1% |
| 30D | -0.3% | +2.7% | -3.0% | -0.5% |
| 3M | -0.4% | +19.5% | -19.9% | -1.5% |
| 6M | +0.1% | +26.6% | -26.5% | -1.3% |
| YTD | +1.6% | +12.3% | -10.8% | +0.8% |
| 1Y | +5.6% | +18.0% | -12.4% | +4.5% |
| 3Y | +29.8% | +47.0% | -17.2% | +26.5% |
| 5Y | +7.3% | +48.4% | -41.2% | +4.1% |
| 10Y | +30.4% | +142.4% | -112.0% | +21.6% |
| All | +131.7% | +160.9% | -29.2% | +100.0% |
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 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