+250.9%
PM vs PRU
+107.2%
+143.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | -6.6% | +3.8% | -10.4% | -7.6% |
| 30D | -3.4% | +9.0% | -12.5% | -5.9% |
| 3M | +5.3% | +2.1% | +3.2% | +4.5% |
| 6M | +15.5% | +25.4% | -9.9% | +8.0% |
| YTD | +24.3% | +13.5% | +10.7% | +19.0% |
| 1Y | +29.7% | +21.3% | +8.4% | +21.8% |
| 3Y | +144.9% | +55.1% | +89.8% | +107.9% |
| 5Y | +159.0% | +43.6% | +115.5% | +121.9% |
| 10Y | +250.9% | +99.2% | +151.7% | +149.5% |
| All | +250.9% | +107.2% | +143.7% | +149.5% |
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 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