+950.8%
MU vs PRU
+56.8%
+894.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.5% | -3.0% |
| 7D | +12.8% | +3.6% | +9.2% | +10.9% |
| 30D | -14.9% | +8.9% | -23.7% | -18.7% |
| 3M | -18.0% | +0.2% | -18.2% | -18.4% |
| 6M | -3.1% | +23.7% | -26.9% | -16.2% |
| YTD | +172.9% | +13.7% | +159.2% | +148.3% |
| 1Y | +228.8% | +20.6% | +208.2% | +186.1% |
| 3Y | +950.8% | +56.3% | +894.5% | +632.1% |
| All | +950.8% | +56.8% | +894.1% | +632.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling