+311.3%
EMR vs PRU
+115.4%
+196.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.5% | +1.4% |
| 7D | -1.6% | +2.4% | -4.0% | -3.1% |
| 30D | +2.0% | +6.1% | -4.2% | -1.9% |
| 3M | +3.8% | -0.7% | +4.5% | +3.9% |
| 6M | +10.5% | +22.1% | -11.5% | -3.0% |
| YTD | +23.7% | +9.8% | +13.9% | +15.2% |
| 1Y | +25.4% | +19.4% | +6.1% | +10.9% |
| 3Y | +86.6% | +50.4% | +36.2% | +42.0% |
| 5Y | +83.0% | +37.2% | +45.9% | +44.2% |
| All | +311.3% | +115.4% | +196.0% | +119.3% |
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