+192.1%
PM vs PRU
+142.7%
+49.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | -4.9% | +1.9% | -6.7% | -5.4% |
| 30D | -3.4% | +2.7% | -6.1% | -4.2% |
| 3M | +5.2% | +19.5% | -14.3% | -0.1% |
| 6M | +3.7% | +26.6% | -22.9% | -3.2% |
| YTD | +15.8% | +12.3% | +3.4% | +11.5% |
| 1Y | +17.4% | +18.0% | -0.7% | +11.2% |
| 3Y | +116.9% | +47.0% | +69.9% | +88.0% |
| 5Y | +117.3% | +48.4% | +68.9% | +84.8% |
| All | +192.1% | +142.7% | +49.4% | +105.7% |
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