+161.2%
PM vs PRU
+41.9%
+119.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -1.3% | +7.9% | -9.3% | -3.0% |
| 3M | +6.5% | +0.9% | +5.6% | +6.2% |
| 6M | +7.0% | +22.4% | -15.4% | +2.2% |
| YTD | +25.8% | +12.7% | +13.1% | +22.2% |
| 1Y | +30.9% | +19.6% | +11.3% | +25.3% |
| 3Y | +148.0% | +54.0% | +94.0% | +113.6% |
| 5Y | +161.2% | +41.0% | +120.2% | +127.3% |
| All | +161.2% | +41.9% | +119.2% | +127.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling