+2,781.3%
MSCI vs PRU
+151.6%
+2,629.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | -1.6% |
| 7D | +6.0% | +4.8% | +1.3% | +4.4% |
| 30D | +18.2% | +7.9% | +10.3% | +15.3% |
| 3M | +15.1% | +3.1% | +12.0% | +14.0% |
| 6M | +13.7% | +25.2% | -11.5% | +5.5% |
| YTD | +15.6% | +12.7% | +2.9% | +10.6% |
| 1Y | +16.3% | +23.5% | -7.1% | +7.9% |
| 3Y | +36.9% | +50.6% | -13.7% | +17.6% |
| 5Y | +6.3% | +40.9% | -34.6% | -6.9% |
| 10Y | +823.0% | +125.5% | +697.5% | +543.7% |
| All | +2,781.3% | +151.6% | +2,629.7% | +1,732.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling