+4,609.2%
MU vs PRU
+102.7%
+4,506.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.2% | +12.1% | +12.0% |
| 7D | +2.0% | -2.8% | +4.9% | +4.0% |
| 30D | -18.0% | +8.5% | -26.5% | -22.3% |
| 3M | -6.6% | +1.7% | -8.3% | -8.4% |
| 6M | +2.0% | +24.8% | -22.7% | -12.8% |
| YTD | +184.5% | +13.3% | +171.2% | +156.7% |
| 1Y | +236.9% | +21.4% | +215.5% | +190.8% |
| 3Y | +987.0% | +54.8% | +932.2% | +703.3% |
| 5Y | +1,014.6% | +42.4% | +972.3% | +760.5% |
| 10Y | +4,609.2% | +98.4% | +4,510.8% | +2,658.8% |
| All | +4,609.2% | +102.7% | +4,506.5% | +2,658.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling