+23.7%
MAR vs PRU
+19.3%
+4.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.5% |
| 7D | -1.7% | +1.9% | -3.6% | -2.4% |
| 30D | -6.9% | -0.4% | -6.5% | -6.8% |
| 3M | -15.8% | +16.4% | -32.3% | -20.8% |
| 6M | +1.9% | +26.0% | -24.1% | -7.6% |
| YTD | +6.6% | +9.9% | -3.3% | +1.1% |
| 1Y | +23.7% | +18.8% | +4.9% | +11.3% |
| All | +23.7% | +19.3% | +4.4% | +11.3% |
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