+267.6%
PM vs PRU
+98.4%
+169.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -7.1% | -2.8% | -4.2% | -6.3% |
| 30D | -2.8% | +8.5% | -11.3% | -5.1% |
| 3M | +6.3% | +1.7% | +4.6% | +5.6% |
| 6M | +9.6% | +24.8% | -15.1% | +2.6% |
| YTD | +25.6% | +13.3% | +12.3% | +20.4% |
| 1Y | +29.7% | +21.4% | +8.3% | +21.7% |
| 3Y | +147.6% | +54.8% | +92.8% | +110.2% |
| 5Y | +160.1% | +42.4% | +117.7% | +123.4% |
| All | +267.6% | +98.4% | +169.2% | +161.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling