+785.4%
MSCI vs PRU
+115.4%
+670.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.4% | -1.2% |
| 7D | +2.8% | +2.4% | +0.4% | +1.9% |
| 30D | +15.4% | +6.1% | +9.3% | +12.8% |
| 3M | +13.4% | -0.7% | +14.1% | +13.8% |
| 6M | +10.9% | +22.1% | -11.2% | +2.5% |
| YTD | +13.0% | +9.8% | +3.2% | +8.3% |
| 1Y | +12.0% | +19.4% | -7.3% | +3.8% |
| 3Y | +34.1% | +50.4% | -16.3% | +11.6% |
| 5Y | +3.9% | +37.2% | -33.3% | -10.9% |
| All | +785.4% | +115.4% | +670.0% | +525.9% |
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