+591.3%
MET vs PRU
+806.6%
-215.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -0.9% |
| 7D | +1.2% | +1.9% | -0.7% | -0.3% |
| 30D | +1.4% | +2.7% | -1.3% | -0.6% |
| 3M | +17.7% | +19.5% | -1.8% | +2.7% |
| 6M | +35.0% | +26.6% | +8.4% | +12.3% |
| YTD | +26.3% | +12.3% | +13.9% | +15.0% |
| 1Y | +22.8% | +18.0% | +4.8% | +7.6% |
| 3Y | +65.9% | +47.0% | +18.9% | +23.2% |
| 5Y | +85.4% | +48.4% | +36.9% | +36.3% |
| 10Y | +253.7% | +142.4% | +111.3% | +76.5% |
| All | +591.3% | +806.6% | -215.2% | +18.9% |
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