+112.0%
PRU vs M
-4.2%
+116.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.6% | +2.0% | -1.4% |
| 7D | +2.4% | -4.3% | +6.7% | +3.6% |
| 30D | +6.1% | +1.3% | +4.9% | +5.7% |
| 3M | -0.7% | -7.4% | +6.6% | +1.0% |
| 6M | +22.1% | +18.3% | +3.7% | +15.3% |
| YTD | +9.8% | +7.6% | +2.2% | +5.7% |
| 1Y | +19.4% | +17.4% | +2.0% | +11.9% |
| 3Y | +50.4% | +108.4% | -58.0% | +11.1% |
| 5Y | +37.2% | -10.6% | +47.8% | +20.8% |
| All | +112.0% | -4.2% | +116.2% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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