+17.2%
PRU vs EME
+19.6%
-2.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.4% |
| 7D | -1.9% | +2.7% | -4.6% | -1.9% |
| 30D | -2.6% | -6.8% | +4.2% | -2.5% |
| 3M | +14.7% | -8.8% | +23.5% | +14.9% |
| 6M | +25.7% | +5.0% | +20.7% | +24.8% |
| YTD | +8.3% | +23.5% | -15.2% | +7.7% |
| All | +17.2% | +19.6% | -2.5% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling