+800.7%
MSCI vs PRU
+107.2%
+693.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.2% |
| 7D | +2.7% | +3.8% | -1.1% | +1.2% |
| 30D | +16.2% | +9.0% | +7.2% | +12.4% |
| 3M | +17.1% | +2.1% | +14.9% | +16.1% |
| 6M | +13.0% | +25.4% | -12.4% | +3.3% |
| YTD | +15.8% | +13.5% | +2.3% | +9.5% |
| 1Y | +15.5% | +21.3% | -5.9% | +6.3% |
| 3Y | +32.3% | +55.1% | -22.8% | +8.7% |
| 5Y | +8.2% | +43.6% | -35.4% | -8.9% |
| 10Y | +800.7% | +99.2% | +701.5% | +535.1% |
| All | +800.7% | +107.2% | +693.5% | +535.1% |
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