+847.8%
MU vs PRU
+36.1%
+811.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.6% | +7.7% | +6.7% |
| 7D | -22.0% | +2.4% | -24.4% | -23.3% |
| 30D | -36.6% | +6.1% | -42.7% | -39.2% |
| 3M | -21.7% | -0.7% | -21.0% | -22.1% |
| 6M | +3.5% | +22.1% | -18.5% | -11.3% |
| YTD | +141.9% | +9.8% | +132.2% | +121.2% |
| 1Y | +189.8% | +19.4% | +170.5% | +149.2% |
| 3Y | +855.4% | +50.4% | +805.0% | +584.7% |
| All | +847.8% | +36.1% | +811.7% | +623.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling