+76.3%
MMM vs PRU
+99.2%
-22.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | -0.4% | +3.6% | -4.0% | -2.0% |
| 30D | +12.1% | +8.9% | +3.3% | +8.1% |
| 3M | +1.4% | +0.2% | +1.2% | +1.3% |
| 6M | +26.6% | +23.7% | +2.8% | +14.8% |
| YTD | +16.8% | +13.7% | +3.1% | +9.5% |
| 1Y | +10.1% | +20.6% | -10.5% | +0.4% |
| 3Y | +158.4% | +56.3% | +102.1% | +108.5% |
| 5Y | +43.1% | +42.3% | +0.8% | +18.7% |
| All | +76.3% | +99.2% | -22.9% | +20.3% |
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