+301.5%
EMR vs PRU
+115.4%
+186.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.4% | +2.1% | +3.0% |
| 7D | +2.1% | +3.2% | -1.0% | +0.2% |
| 30D | +4.8% | +7.9% | -3.2% | -0.2% |
| 3M | +7.5% | +1.8% | +5.7% | +5.9% |
| 6M | +20.9% | +24.1% | -3.3% | +5.0% |
| YTD | +29.2% | +12.4% | +16.8% | +18.7% |
| 1Y | +33.0% | +20.9% | +12.1% | +16.7% |
| 3Y | +109.8% | +55.5% | +54.3% | +56.5% |
| 5Y | +91.9% | +42.7% | +49.3% | +47.7% |
| 10Y | +301.5% | +106.1% | +195.4% | +116.3% |
| All | +301.5% | +115.4% | +186.1% | +116.3% |
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