-3.9%
MCD vs PRU
+27.9%
-31.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.6% | -0.1% | +5.0% |
| 7D | +11.9% | +9.8% | +2.1% | +9.7% |
| 30D | +20.2% | +11.6% | +8.7% | +17.7% |
| 3M | +5.2% | +3.7% | +1.5% | +3.7% |
| 6M | 0.0% | +33.0% | -33.0% | -3.4% |
| YTD | -6.5% | +16.6% | -23.1% | -9.2% |
| 1Y | -3.9% | +26.9% | -30.9% | -9.0% |
| All | -3.9% | +27.9% | -31.8% | -9.0% |
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