+1,207.5%
MKSI vs PRU
+786.9%
+420.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +2.9% |
| 7D | +7.7% | +1.9% | +5.8% | +6.8% |
| 30D | -12.9% | -0.4% | -12.4% | -12.8% |
| 3M | -14.8% | +16.4% | -31.3% | -20.8% |
| 6M | +26.6% | +26.0% | +0.6% | +13.5% |
| YTD | +66.6% | +9.9% | +56.7% | +58.3% |
| 1Y | +144.6% | +18.8% | +125.8% | +124.6% |
| 3Y | +193.1% | +45.3% | +147.8% | +150.0% |
| 5Y | +88.6% | +45.6% | +43.0% | +61.5% |
| 10Y | +490.9% | +139.6% | +351.3% | +301.1% |
| All | +1,207.5% | +786.9% | +420.6% | +178.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling