+847.5%
MSCI vs PRU
+99.2%
+748.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | +3.0% | +3.6% | -0.6% | +1.6% |
| 30D | +17.8% | +8.9% | +8.9% | +14.0% |
| 3M | +15.2% | +0.2% | +15.0% | +15.1% |
| 6M | +16.5% | +23.7% | -7.3% | +7.0% |
| YTD | +16.4% | +13.7% | +2.6% | +10.0% |
| 1Y | +16.8% | +20.6% | -3.8% | +7.8% |
| 3Y | +35.8% | +56.3% | -20.6% | +11.1% |
| 5Y | +7.0% | +42.3% | -35.4% | -9.6% |
| All | +847.5% | +99.2% | +748.2% | +556.3% |
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 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