+118.8%
MRVL vs PRU
+42.1%
+76.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.9% | -5.6% | -5.3% |
| 7D | +11.0% | +3.6% | +7.4% | +8.3% |
| 30D | -36.1% | +8.9% | -45.0% | -40.5% |
| 3M | -29.4% | +0.2% | -29.6% | -30.5% |
| 6M | -11.9% | +23.7% | -35.6% | -27.8% |
| YTD | +84.8% | +13.7% | +71.0% | +60.6% |
| 1Y | +79.4% | +20.6% | +58.8% | +48.1% |
| 3Y | +195.7% | +56.3% | +139.4% | +84.2% |
| All | +118.8% | +42.1% | +76.7% | +56.7% |
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