+83.1%
MKSI vs PRU
+43.4%
+39.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.9% |
| 7D | +4.9% | -3.8% | +8.7% | +7.9% |
| 30D | -11.0% | -2.0% | -8.9% | -9.8% |
| 3M | -17.1% | +14.0% | -31.0% | -26.3% |
| 6M | +16.4% | +27.2% | -10.8% | -6.0% |
| YTD | +64.3% | +9.1% | +55.2% | +49.7% |
| 1Y | +137.7% | +18.1% | +119.7% | +102.0% |
| 3Y | +189.1% | +44.3% | +144.8% | +108.1% |
| 5Y | +83.1% | +45.7% | +37.4% | +34.2% |
| All | +83.1% | +43.4% | +39.7% | +34.2% |
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 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