+400.1%
META vs PRU
+121.2%
+278.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.7% | -2.7% |
| 7D | -3.1% | +4.8% | -7.9% | -4.8% |
| 30D | -18.1% | +7.9% | -26.0% | -20.5% |
| 3M | +2.9% | +3.1% | -0.2% | +1.5% |
| 6M | +0.2% | +25.2% | -25.0% | -8.3% |
| YTD | -8.1% | +12.7% | -20.8% | -12.8% |
| 1Y | -4.5% | +23.5% | -28.0% | -12.5% |
| 3Y | +94.2% | +50.6% | +43.6% | +63.9% |
| 5Y | +79.1% | +40.9% | +38.2% | +54.1% |
| All | +400.1% | +121.2% | +278.9% | +279.7% |
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 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