+514.9%
MKSI vs PRU
+140.2%
+374.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.4% | +1.7% |
| 7D | +2.7% | -2.3% | +5.0% | +4.2% |
| 30D | -12.8% | -1.7% | -11.1% | -12.0% |
| 3M | -22.5% | +13.2% | -35.8% | -29.4% |
| 6M | +19.4% | +28.8% | -9.4% | -0.5% |
| YTD | +67.7% | +9.8% | +57.9% | +54.8% |
| 1Y | +131.4% | +17.4% | +114.1% | +103.9% |
| 3Y | +197.3% | +44.9% | +152.4% | +130.6% |
| 5Y | +87.0% | +46.6% | +40.3% | +43.8% |
| All | +514.9% | +140.2% | +374.7% | +244.2% |
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