+98.4%
PRU vs M
-5.1%
+103.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -2.8% | -3.3% | +0.5% | -2.0% |
| 30D | +8.5% | +8.1% | +0.4% | +6.1% |
| 3M | +1.7% | +2.2% | -0.5% | +0.8% |
| 6M | +24.8% | +35.1% | -10.4% | +13.6% |
| YTD | +13.3% | +15.8% | -2.5% | +6.9% |
| 1Y | +21.4% | +25.8% | -4.5% | +11.6% |
| 3Y | +54.8% | +156.2% | -101.5% | +7.9% |
| 5Y | +42.4% | -2.4% | +44.7% | +22.3% |
| 10Y | +98.4% | -7.1% | +105.6% | +13.8% |
| All | +98.4% | -5.1% | +103.6% | +13.8% |
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