+146.0%
PM vs PRU
+46.4%
+99.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.5% |
| 7D | -5.2% | +2.4% | -7.6% | -5.4% |
| 30D | +2.7% | +6.1% | -3.4% | +2.1% |
| 3M | +6.1% | -0.7% | +6.9% | +6.2% |
| 6M | +18.0% | +22.1% | -4.1% | +15.9% |
| YTD | +26.6% | +9.8% | +16.8% | +25.5% |
| 1Y | +36.7% | +19.4% | +17.3% | +34.5% |
| 3Y | +146.0% | +50.4% | +95.6% | +131.6% |
| All | +146.0% | +46.4% | +99.6% | +131.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling