+803.3%
PRU vs EME
+6,614.1%
-5,810.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | 0.0% | +11.3% | -11.4% | -6.4% |
| 30D | +7.9% | -14.6% | +22.5% | +16.6% |
| 3M | +0.9% | -20.4% | +21.3% | +12.5% |
| 6M | +22.4% | -28.3% | +50.6% | +40.5% |
| YTD | +12.7% | +8.6% | +4.1% | -2.1% |
| 1Y | +19.6% | +3.2% | +16.3% | +6.7% |
| 3Y | +54.0% | +216.8% | -162.8% | -41.8% |
| 5Y | +41.0% | +417.5% | -376.4% | -62.9% |
| 10Y | +97.4% | +922.2% | -824.8% | -68.6% |
| All | +803.3% | +6,614.1% | -5,810.8% | -45.2% |
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