+763.1%
PM vs PRU
+265.5%
+497.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | -4.9% | +1.9% | -6.7% | -5.2% |
| 30D | -3.4% | +2.7% | -6.1% | -3.9% |
| 3M | +5.2% | +19.5% | -14.3% | +1.5% |
| 6M | +3.7% | +26.6% | -22.9% | -1.2% |
| YTD | +15.8% | +12.3% | +3.4% | +12.8% |
| 1Y | +17.4% | +18.0% | -0.7% | +13.1% |
| 3Y | +116.9% | +47.0% | +69.9% | +97.7% |
| 5Y | +117.3% | +48.4% | +68.9% | +96.1% |
| 10Y | +193.8% | +142.4% | +51.3% | +131.6% |
| All | +763.1% | +265.5% | +497.6% | +477.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling