+47.4%
MAS vs PRU
+42.5%
+4.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.6% | -0.9% | +1.9% |
| 7D | +14.2% | +9.8% | +4.4% | +8.4% |
| 30D | +26.8% | +11.6% | +15.2% | +19.4% |
| 3M | +13.1% | +3.7% | +9.4% | +10.7% |
| 6M | +27.9% | +33.0% | -5.0% | +8.8% |
| YTD | +38.7% | +16.6% | +22.1% | +26.2% |
| 1Y | +40.4% | +26.9% | +13.4% | +21.5% |
| 3Y | +66.1% | +55.7% | +10.4% | +23.5% |
| 5Y | +47.4% | +44.5% | +2.9% | +12.2% |
| All | +47.4% | +42.5% | +4.9% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling