+189.8%
MU vs PRU
+19.8%
+170.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.6% | +7.7% | +4.9% |
| 7D | -22.0% | +2.4% | -24.4% | -21.3% |
| 30D | -36.6% | +6.1% | -42.7% | -35.9% |
| 3M | -21.7% | -0.7% | -21.0% | -20.8% |
| 6M | +3.5% | +22.1% | -18.5% | -0.1% |
| YTD | +141.9% | +9.8% | +132.2% | +134.0% |
| 1Y | +189.8% | +19.4% | +170.5% | +168.6% |
| All | +189.8% | +19.8% | +170.1% | +168.6% |
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 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