+16.9%
EMR vs PRU
+21.9%
-5.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.2% |
| 7D | -1.5% | +1.9% | -3.4% | -2.4% |
| 30D | -5.6% | +2.7% | -8.3% | -6.8% |
| 3M | +7.9% | +19.5% | -11.5% | -0.9% |
| 6M | +6.0% | +26.6% | -20.6% | -6.1% |
| YTD | +16.4% | +12.3% | +4.1% | +8.7% |
| All | +16.9% | +21.9% | -5.0% | +4.1% |
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 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