+79.6%
MMM vs PRU
+107.2%
-27.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.1% |
| 7D | +7.0% | +3.8% | +3.2% | +5.3% |
| 30D | +18.4% | +9.0% | +9.4% | +14.0% |
| 3M | +4.5% | +2.1% | +2.3% | +3.5% |
| 6M | +33.4% | +25.4% | +8.0% | +20.2% |
| YTD | +20.0% | +13.5% | +6.4% | +12.5% |
| 1Y | +15.0% | +21.3% | -6.3% | +4.6% |
| 3Y | +165.0% | +55.1% | +109.9% | +114.6% |
| 5Y | +47.9% | +43.6% | +4.4% | +22.3% |
| 10Y | +79.6% | +99.2% | -19.6% | +22.1% |
| All | +79.6% | +107.2% | -27.6% | +22.1% |
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 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