+81.9%
META vs PRU
+36.1%
+45.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.5% | +2.2% |
| 7D | -0.8% | +2.4% | -3.2% | -2.2% |
| 30D | -15.4% | +6.1% | -21.5% | -18.3% |
| 3M | +3.5% | -0.7% | +4.2% | +3.5% |
| 6M | -0.3% | +22.1% | -22.3% | -11.2% |
| YTD | -7.3% | +9.8% | -17.1% | -13.0% |
| 1Y | -1.1% | +19.4% | -20.4% | -11.5% |
| 3Y | +95.1% | +50.4% | +44.7% | +45.7% |
| All | +81.9% | +36.1% | +45.8% | +45.0% |
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