+6.3%
MSCI vs PRU
+38.4%
-32.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | -1.1% |
| 7D | +6.0% | +4.8% | +1.3% | +3.6% |
| 30D | +18.2% | +7.9% | +10.3% | +13.9% |
| 3M | +15.1% | +3.1% | +12.0% | +13.4% |
| 6M | +13.7% | +25.2% | -11.5% | +1.6% |
| YTD | +15.6% | +12.7% | +2.9% | +8.3% |
| 1Y | +16.3% | +23.5% | -7.1% | +3.8% |
| 3Y | +36.9% | +50.6% | -13.7% | +4.4% |
| 5Y | +6.3% | +40.9% | -34.6% | -15.6% |
| All | +6.3% | +38.4% | -32.1% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling