+779.9%
PRU vs M
+146.3%
+633.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.6% | +2.0% | -0.8% |
| 7D | +2.4% | -4.3% | +6.7% | +4.2% |
| 30D | +6.1% | +1.3% | +4.9% | +5.5% |
| 3M | -0.7% | -7.4% | +6.6% | +1.7% |
| 6M | +22.1% | +18.3% | +3.7% | +12.0% |
| YTD | +9.8% | +7.6% | +2.2% | +3.5% |
| 1Y | +19.4% | +17.4% | +2.0% | +8.2% |
| 3Y | +50.4% | +108.4% | -58.0% | -4.3% |
| 5Y | +37.2% | -10.6% | +47.8% | +9.8% |
| 10Y | +119.5% | -3.2% | +122.7% | +19.6% |
| All | +779.9% | +146.3% | +633.5% | +87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling