+62.8%
META vs PRU
+48.6%
+14.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.5% |
| 7D | +6.7% | +1.9% | +4.8% | +5.7% |
| 30D | +4.8% | +2.7% | +2.0% | +3.2% |
| 3M | -1.6% | +19.5% | -21.1% | -10.7% |
| 6M | -7.5% | +26.6% | -34.1% | -19.0% |
| YTD | -6.4% | +12.3% | -18.7% | -12.7% |
| 1Y | -17.3% | +18.0% | -35.4% | -25.4% |
| 3Y | +109.9% | +47.0% | +62.9% | +61.1% |
| All | +62.8% | +48.6% | +14.2% | +25.1% |
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