-8.0%
KMB vs PRU
+48.6%
-56.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | -3.0% | +1.9% | -4.9% | -3.3% |
| 30D | -5.5% | +2.7% | -8.2% | -5.8% |
| 3M | +14.0% | +19.5% | -5.5% | +11.5% |
| 6M | +4.1% | +26.6% | -22.6% | +1.0% |
| YTD | +8.0% | +12.3% | -4.3% | +6.2% |
| 1Y | -13.7% | +18.0% | -31.8% | -15.8% |
| 3Y | -5.9% | +47.0% | -53.0% | -11.7% |
| All | -8.0% | +48.6% | -56.6% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling