+37.2%
MSCI vs PRU
+50.4%
-13.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | -1.4% |
| 7D | +6.0% | +4.8% | +1.3% | +4.2% |
| 30D | +18.2% | +7.9% | +10.3% | +14.9% |
| 3M | +15.1% | +3.1% | +12.0% | +13.8% |
| 6M | +13.7% | +25.2% | -11.5% | +4.7% |
| YTD | +15.6% | +12.7% | +2.9% | +10.5% |
| 1Y | +16.3% | +23.5% | -7.1% | +7.1% |
| All | +37.2% | +50.4% | -13.2% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling