+34.1%
MSCI vs PRU
+46.4%
-12.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.4% | -1.2% |
| 7D | +2.8% | +2.4% | +0.4% | +2.0% |
| 30D | +15.4% | +6.1% | +9.3% | +13.0% |
| 3M | +13.4% | -0.7% | +14.1% | +13.7% |
| 6M | +10.9% | +22.1% | -11.2% | +3.1% |
| YTD | +13.0% | +9.8% | +3.2% | +9.1% |
| 1Y | +12.0% | +19.4% | -7.3% | +4.5% |
| 3Y | +34.1% | +50.4% | -16.3% | +9.2% |
| All | +34.1% | +46.4% | -12.3% | +9.2% |
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