+244.4%
MET vs PRU
+139.4%
+105.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -0.3% |
| 7D | +1.1% | +1.9% | -0.8% | -0.5% |
| 30D | -2.3% | -0.4% | -1.9% | -2.0% |
| 3M | +13.9% | +16.4% | -2.5% | +0.1% |
| 6M | +34.8% | +26.0% | +8.8% | +10.2% |
| YTD | +23.5% | +9.9% | +13.6% | +13.3% |
| 1Y | +23.4% | +18.8% | +4.6% | +5.8% |
| 3Y | +64.9% | +45.3% | +19.5% | +18.7% |
| 5Y | +82.0% | +45.6% | +36.5% | +29.7% |
| 10Y | +244.4% | +139.6% | +104.7% | +46.2% |
| All | +244.4% | +139.4% | +105.0% | +46.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling