+537.5%
MAR vs PRU
+107.2%
+430.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.6% | +2.1% |
| 7D | +2.9% | +3.8% | -0.9% | +0.4% |
| 30D | +17.0% | +9.0% | +8.0% | +11.0% |
| 3M | +23.2% | +2.1% | +21.0% | +21.1% |
| 6M | +21.7% | +25.4% | -3.7% | +5.4% |
| YTD | +38.9% | +13.5% | +25.3% | +26.8% |
| 1Y | +48.7% | +21.3% | +27.3% | +30.3% |
| 3Y | +122.9% | +55.1% | +67.8% | +65.6% |
| 5Y | +177.5% | +43.6% | +133.9% | +113.9% |
| 10Y | +537.5% | +99.2% | +438.3% | +273.4% |
| All | +537.5% | +107.2% | +430.3% | +273.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling