+119.6%
PM vs PRU
+47.2%
+72.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | -4.9% | +1.9% | -6.7% | -5.1% |
| 30D | -3.4% | +2.7% | -6.1% | -3.7% |
| 3M | +5.2% | +19.5% | -14.3% | +3.1% |
| 6M | +3.7% | +26.6% | -22.9% | +1.1% |
| YTD | +15.8% | +12.3% | +3.4% | +14.3% |
| 1Y | +17.4% | +18.0% | -0.7% | +15.2% |
| All | +119.6% | +47.2% | +72.5% | +95.2% |
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 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