+1,967.3%
MCD vs PRU
+840.8%
+1,126.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.6% | -0.1% | +5.3% |
| 7D | +11.9% | +9.8% | +2.1% | +9.9% |
| 30D | +20.2% | +11.6% | +8.7% | +17.8% |
| 3M | +5.2% | +3.7% | +1.5% | +4.4% |
| 6M | 0.0% | +33.0% | -33.0% | -5.4% |
| YTD | -6.5% | +16.6% | -23.1% | -9.5% |
| 1Y | -3.9% | +26.9% | -30.9% | -8.6% |
| 3Y | +12.5% | +55.7% | -43.3% | +1.8% |
| 5Y | +24.2% | +44.5% | -20.3% | +12.9% |
| 10Y | +220.9% | +133.1% | +87.8% | +155.0% |
| All | +1,967.3% | +840.8% | +1,126.5% | +826.7% |
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