+37.0%
PRU vs M
-11.5%
+48.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.6% | +2.0% | -1.7% |
| 7D | +2.4% | -4.3% | +6.7% | +3.3% |
| 30D | +6.1% | +1.3% | +4.9% | +5.9% |
| 3M | -0.7% | -7.4% | +6.6% | +0.6% |
| 6M | +22.1% | +18.3% | +3.7% | +17.2% |
| YTD | +9.8% | +7.6% | +2.2% | +6.9% |
| 1Y | +19.4% | +17.4% | +2.0% | +14.0% |
| 3Y | +50.4% | +108.4% | -58.0% | +19.9% |
| All | +37.0% | -11.5% | +48.4% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling