+136.2%
PRU vs EME
+1,362.1%
-1,225.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | -1.4% |
| 7D | -2.3% | +3.5% | -5.8% | -3.9% |
| 30D | -1.7% | -6.3% | +4.6% | +1.0% |
| 3M | +13.2% | -3.8% | +17.0% | +12.7% |
| 6M | +28.8% | +8.5% | +20.3% | +18.9% |
| YTD | +9.8% | +27.8% | -18.0% | -7.9% |
| 1Y | +17.4% | +22.2% | -4.9% | -2.3% |
| 3Y | +44.9% | +253.5% | -208.6% | -43.4% |
| 5Y | +46.6% | +578.6% | -532.0% | -64.9% |
| All | +136.2% | +1,362.1% | -1,225.9% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling