+126.1%
EMB vs PRU
+161.8%
-35.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -0.7% | 0.0% | -0.6% | -0.7% |
| 30D | +0.5% | +7.9% | -7.4% | +0.1% |
| 3M | -2.5% | +0.9% | -3.3% | -2.6% |
| 6M | -2.0% | +22.4% | -24.4% | -3.2% |
| YTD | -0.9% | +12.7% | -13.6% | -1.7% |
| 1Y | -0.3% | +19.6% | -19.9% | -1.5% |
| 3Y | +29.2% | +54.0% | -24.8% | +25.5% |
| 5Y | +7.4% | +41.0% | -33.6% | +4.6% |
| 10Y | +35.8% | +97.4% | -61.6% | +27.5% |
| All | +126.1% | +161.8% | -35.6% | +95.1% |
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 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