+2,830.4%
MAR vs PRU
+785.9%
+2,044.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.9% |
| 7D | +4.3% | +2.4% | +1.9% | +3.2% |
| 30D | +16.8% | +6.1% | +10.7% | +13.8% |
| 3M | +16.0% | -0.7% | +16.8% | +16.1% |
| 6M | +16.5% | +22.1% | -5.6% | +6.4% |
| YTD | +35.0% | +9.8% | +25.3% | +28.6% |
| 1Y | +49.4% | +19.4% | +30.0% | +37.3% |
| 3Y | +124.1% | +50.4% | +73.7% | +85.7% |
| 5Y | +159.2% | +37.2% | +122.0% | +122.9% |
| 10Y | +553.9% | +119.5% | +434.4% | +348.3% |
| All | +2,830.4% | +785.9% | +2,044.5% | +696.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling