+45.3%
MMM vs PRU
+36.1%
+9.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | 0.0% |
| 7D | +6.2% | +2.4% | +3.8% | +5.1% |
| 30D | +14.2% | +6.1% | +8.1% | +10.9% |
| 3M | +2.9% | -0.7% | +3.6% | +3.3% |
| 6M | +27.6% | +22.1% | +5.5% | +14.5% |
| YTD | +17.3% | +9.8% | +7.5% | +10.8% |
| 1Y | +15.1% | +19.4% | -4.3% | +3.6% |
| 3Y | +157.1% | +50.4% | +106.8% | +101.6% |
| All | +45.3% | +36.1% | +9.2% | +18.0% |
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