+809.8%
PRU vs EME
+6,438.0%
-5,628.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.2% | +1.7% |
| 7D | +3.8% | -8.8% | +12.5% | +8.4% |
| 30D | +9.0% | -18.2% | +27.2% | +20.9% |
| 3M | +2.1% | -20.2% | +22.4% | +13.8% |
| 6M | +25.4% | -29.9% | +55.3% | +46.0% |
| YTD | +13.5% | +5.7% | +7.8% | +0.3% |
| 1Y | +21.3% | -1.5% | +22.8% | +11.4% |
| 3Y | +55.1% | +208.4% | -153.3% | -40.5% |
| 5Y | +43.6% | +401.9% | -358.3% | -61.5% |
| 10Y | +99.2% | +914.2% | -815.0% | -68.2% |
| All | +809.8% | +6,438.0% | -5,628.2% | -44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling