+43.3%
MA vs PRU
+47.2%
-3.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -0.7% |
| 7D | -2.7% | +1.9% | -4.6% | -3.4% |
| 30D | +1.5% | +2.7% | -1.2% | +0.4% |
| 3M | +20.4% | +19.5% | +1.0% | +12.2% |
| 6M | +11.1% | +26.6% | -15.5% | +0.9% |
| YTD | +2.0% | +12.3% | -10.4% | -3.0% |
| 1Y | -2.2% | +18.0% | -20.2% | -8.9% |
| All | +43.3% | +47.2% | -3.9% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling