+79.1%
META vs PRU
+38.4%
+40.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.7% | -2.2% |
| 7D | -3.1% | +4.8% | -7.9% | -5.6% |
| 30D | -18.1% | +7.9% | -26.0% | -21.6% |
| 3M | +2.9% | +3.1% | -0.2% | +0.9% |
| 6M | +0.2% | +25.2% | -25.0% | -12.0% |
| YTD | -8.1% | +12.7% | -20.8% | -14.8% |
| 1Y | -4.5% | +23.5% | -28.0% | -16.1% |
| 3Y | +94.2% | +50.6% | +43.6% | +45.3% |
| 5Y | +79.1% | +40.9% | +38.2% | +40.5% |
| All | +79.1% | +38.4% | +40.7% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling