+131.3%
MRK vs PRU
+48.6%
+82.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.2% |
| 7D | +1.3% | +1.9% | -0.5% | +1.0% |
| 30D | +17.1% | +2.7% | +14.4% | +16.5% |
| 3M | +25.9% | +19.5% | +6.4% | +21.9% |
| 6M | +26.8% | +26.6% | +0.2% | +21.6% |
| YTD | +44.9% | +12.3% | +32.6% | +41.6% |
| 1Y | +84.8% | +18.0% | +66.8% | +78.9% |
| 3Y | +50.1% | +47.0% | +3.1% | +38.9% |
| All | +131.3% | +48.6% | +82.7% | +114.3% |
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