+280.0%
EMR vs PRU
+107.2%
+172.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.8% |
| 7D | +0.7% | +3.8% | -3.1% | -1.6% |
| 30D | +3.5% | +9.0% | -5.5% | -2.0% |
| 3M | +5.9% | +2.1% | +3.8% | +4.2% |
| 6M | +19.4% | +25.4% | -6.0% | +3.1% |
| YTD | +27.7% | +13.5% | +14.1% | +16.6% |
| 1Y | +30.9% | +21.3% | +9.6% | +14.7% |
| 3Y | +104.2% | +55.1% | +49.1% | +52.6% |
| 5Y | +89.6% | +43.6% | +46.0% | +45.4% |
| 10Y | +280.0% | +99.2% | +180.8% | +116.2% |
| All | +280.0% | +107.2% | +172.8% | +116.2% |
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