+269.6%
EMR vs PRU
+145.9%
+123.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.3% |
| 7D | -1.5% | +1.9% | -3.4% | -2.7% |
| 30D | -5.6% | +2.7% | -8.3% | -7.2% |
| 3M | +7.9% | +19.5% | -11.5% | -3.6% |
| 6M | +6.0% | +26.6% | -20.6% | -8.8% |
| YTD | +16.4% | +12.3% | +4.1% | +7.4% |
| 1Y | +16.6% | +18.0% | -1.4% | +4.2% |
| 3Y | +62.9% | +47.0% | +15.8% | +26.1% |
| 5Y | +60.1% | +48.4% | +11.7% | +20.4% |
| All | +269.6% | +145.9% | +123.7% | +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 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