+2,167.5%
MU vs PRU
+809.8%
+1,357.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -3.3% | -14.2% | -15.8% |
| 7D | -29.7% | +4.8% | -34.5% | -31.5% |
| 30D | -37.2% | +7.9% | -45.1% | -39.9% |
| 3M | -26.5% | +3.1% | -29.6% | -28.2% |
| 6M | +2.6% | +25.2% | -22.7% | -10.3% |
| YTD | +130.1% | +12.7% | +117.4% | +111.6% |
| 1Y | +176.7% | +23.5% | +153.2% | +142.4% |
| 3Y | +813.1% | +50.6% | +762.5% | +621.4% |
| 5Y | +822.0% | +40.9% | +781.1% | +650.8% |
| 10Y | +3,936.2% | +125.5% | +3,810.7% | +2,341.7% |
| All | +2,167.5% | +809.8% | +1,357.7% | +327.8% |
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