+26.2%
MAR vs PRU
+19.0%
+7.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | -4.2% | +1.9% | -6.0% | -4.8% |
| 30D | -6.7% | +2.7% | -9.4% | -7.6% |
| 3M | -12.5% | +19.5% | -31.9% | -18.5% |
| 6M | +0.6% | +26.6% | -26.1% | -9.0% |
| YTD | +9.1% | +12.3% | -3.2% | +2.7% |
| 1Y | +26.2% | +18.0% | +8.2% | +13.7% |
| All | +26.2% | +19.0% | +7.2% | +13.7% |
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 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