+80.3%
MMM vs PRU
+115.4%
-35.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.2% |
| 7D | +6.2% | +2.4% | +3.8% | +5.2% |
| 30D | +14.2% | +6.1% | +8.1% | +11.4% |
| 3M | +2.9% | -0.7% | +3.6% | +3.3% |
| 6M | +27.6% | +22.1% | +5.5% | +16.4% |
| YTD | +17.3% | +9.8% | +7.5% | +11.7% |
| 1Y | +15.1% | +19.4% | -4.3% | +5.5% |
| 3Y | +157.1% | +50.4% | +106.8% | +111.3% |
| 5Y | +45.1% | +37.2% | +8.0% | +22.5% |
| All | +80.3% | +115.4% | -35.0% | +22.6% |
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