+234.7%
PM vs PRU
+115.4%
+119.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -3.1% |
| 7D | -7.3% | +3.2% | -10.5% | -8.1% |
| 30D | -4.0% | +7.9% | -11.9% | -6.1% |
| 3M | +2.7% | +1.8% | +0.9% | +2.1% |
| 6M | +14.9% | +24.1% | -9.3% | +7.7% |
| YTD | +23.5% | +12.4% | +11.2% | +18.7% |
| 1Y | +30.4% | +20.9% | +9.4% | +22.6% |
| 3Y | +143.2% | +55.5% | +87.7% | +106.5% |
| 5Y | +159.5% | +42.7% | +116.8% | +123.0% |
| 10Y | +234.7% | +106.1% | +128.5% | +155.2% |
| All | +234.7% | +115.4% | +119.2% | +155.2% |
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