+25.4%
EMR vs PRU
+19.8%
+5.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.5% | +0.8% |
| 7D | -1.6% | +2.4% | -4.0% | -2.3% |
| 30D | +2.0% | +6.1% | -4.2% | -0.3% |
| 3M | +3.8% | -0.7% | +4.5% | +4.1% |
| 6M | +10.5% | +22.1% | -11.5% | +0.9% |
| YTD | +23.7% | +9.8% | +13.9% | +15.9% |
| 1Y | +25.4% | +19.4% | +6.1% | +11.6% |
| All | +25.4% | +19.8% | +5.6% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling