+265.1%
MU vs PRU
+27.9%
+237.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +6.6% | -13.6% | -5.9% |
| 7D | -19.1% | +9.8% | -28.9% | -17.9% |
| 30D | -25.2% | +11.6% | -36.8% | -24.1% |
| 3M | -10.9% | +3.7% | -14.6% | -9.4% |
| 6M | +38.0% | +33.0% | +5.0% | +33.1% |
| YTD | +178.8% | +16.6% | +162.2% | +171.5% |
| 1Y | +265.1% | +26.9% | +238.2% | +253.3% |
| All | +265.1% | +27.9% | +237.3% | +253.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling