+238.4%
MRK vs PRU
+139.1%
+99.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +0.9% | -0.8% |
| 7D | -0.9% | +1.9% | -2.8% | -1.3% |
| 30D | +15.5% | -0.4% | +15.9% | +15.5% |
| 3M | +25.1% | +16.4% | +8.7% | +20.9% |
| 6M | +30.1% | +26.0% | +4.1% | +23.5% |
| YTD | +43.1% | +9.9% | +33.2% | +39.7% |
| 1Y | +82.5% | +18.8% | +63.7% | +74.9% |
| 3Y | +49.3% | +45.3% | +4.0% | +35.2% |
| 5Y | +130.3% | +45.6% | +84.7% | +105.2% |
| All | +238.4% | +139.1% | +99.2% | +128.5% |
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