+3,411.3%
MU vs PRU
+806.6%
+2,604.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.1% | +6.6% |
| 7D | +9.0% | +1.9% | +7.1% | +7.9% |
| 30D | +13.8% | +2.7% | +11.1% | +12.0% |
| 3M | +2.1% | +19.5% | -17.4% | -7.8% |
| 6M | +153.8% | +26.6% | +127.2% | +121.4% |
| YTD | +256.4% | +12.3% | +244.1% | +230.1% |
| 1Y | +719.8% | +18.0% | +701.7% | +636.8% |
| 3Y | +1,360.4% | +47.0% | +1,313.3% | +1,073.0% |
| 5Y | +1,312.4% | +48.4% | +1,264.0% | +1,025.2% |
| 10Y | +6,142.6% | +142.4% | +6,000.1% | +3,560.8% |
| All | +3,411.3% | +806.6% | +2,604.8% | +567.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling