+148.4%
PM vs PRU
+50.4%
+98.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.3% | -1.3% | -4.3% |
| 7D | -3.4% | +4.8% | -8.1% | -3.8% |
| 30D | +5.8% | +7.9% | -2.0% | +5.0% |
| 3M | +6.7% | +3.1% | +3.6% | +6.3% |
| 6M | +19.9% | +25.2% | -5.3% | +17.4% |
| YTD | +27.8% | +12.7% | +15.1% | +26.3% |
| 1Y | +39.4% | +23.5% | +15.9% | +36.7% |
| All | +148.4% | +50.4% | +98.0% | +133.1% |
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