+28.9%
PM vs PRU
+20.8%
+8.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -2.8% |
| 7D | -7.3% | +3.2% | -10.5% | -7.6% |
| 30D | -4.0% | +7.9% | -11.9% | -4.8% |
| 3M | +2.7% | +1.8% | +0.9% | +2.5% |
| 6M | +14.9% | +24.1% | -9.3% | +12.7% |
| YTD | +23.5% | +12.4% | +11.2% | +23.0% |
| All | +28.9% | +20.8% | +8.1% | +26.6% |
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