+84.6%
MRK vs PRU
+27.9%
+56.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.6% | -2.6% | +2.9% |
| 7D | +6.7% | +9.8% | -3.1% | +5.2% |
| 30D | +7.8% | +11.6% | -3.8% | +6.0% |
| 3M | +18.2% | +3.7% | +14.5% | +17.3% |
| 6M | +34.7% | +33.0% | +1.7% | +28.5% |
| YTD | +45.8% | +16.6% | +29.2% | +44.1% |
| 1Y | +84.6% | +26.9% | +57.6% | +75.1% |
| All | +84.6% | +27.9% | +56.7% | +75.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling