+822.0%
MU vs PRU
+38.4%
+783.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -3.3% | -14.2% | -15.5% |
| 7D | -29.7% | +4.8% | -34.5% | -31.7% |
| 30D | -37.2% | +7.9% | -45.1% | -40.3% |
| 3M | -26.5% | +3.1% | -29.6% | -28.4% |
| 6M | +2.6% | +25.2% | -22.7% | -13.4% |
| YTD | +130.1% | +12.7% | +117.4% | +107.4% |
| 1Y | +176.7% | +23.5% | +153.2% | +133.2% |
| 3Y | +813.1% | +50.6% | +762.5% | +556.1% |
| 5Y | +822.0% | +40.9% | +781.1% | +590.4% |
| All | +822.0% | +38.4% | +783.6% | +590.4% |
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