+46.9%
PM vs PRU
+27.9%
+19.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.6% | -5.0% | +0.6% |
| 7D | +4.3% | +9.8% | -5.5% | +2.9% |
| 30D | +11.5% | +11.6% | -0.1% | +9.8% |
| 3M | +13.0% | +3.7% | +9.4% | +12.3% |
| 6M | +25.9% | +33.0% | -7.0% | +22.4% |
| YTD | +34.0% | +16.6% | +17.4% | +32.7% |
| 1Y | +46.9% | +26.9% | +19.9% | +41.4% |
| All | +46.9% | +27.9% | +19.0% | +41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling