+60.0%
MRK vs PRU
+56.1%
+3.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | +2.3% | +3.8% | -1.4% | +1.6% |
| 30D | +1.7% | +9.0% | -7.3% | +0.1% |
| 3M | +13.8% | +2.1% | +11.6% | +13.2% |
| 6M | +34.7% | +25.4% | +9.3% | +28.8% |
| YTD | +43.6% | +13.5% | +30.0% | +39.8% |
| 1Y | +75.7% | +21.3% | +54.3% | +68.7% |
| 3Y | +60.0% | +55.1% | +4.9% | +57.2% |
| All | +60.0% | +56.1% | +3.9% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling