-16.8%
MCD vs PRU
+16.8%
-33.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | -2.9% | -1.9% | -1.0% | -2.7% |
| 30D | -6.7% | -2.6% | -4.1% | -6.5% |
| 3M | -9.6% | +14.7% | -24.3% | -10.8% |
| 6M | -22.3% | +25.7% | -48.0% | -23.9% |
| YTD | -15.4% | +8.3% | -23.7% | -16.3% |
| 1Y | -16.8% | +17.3% | -34.1% | -19.0% |
| All | -16.8% | +16.8% | -33.6% | -19.0% |
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