+800.4%
PRU vs M
+143.9%
+656.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.5% | -2.0% |
| 7D | +1.9% | +4.7% | -2.9% | 0.0% |
| 30D | +2.7% | -9.6% | +12.4% | +6.8% |
| 3M | +19.5% | +0.9% | +18.6% | +17.9% |
| 6M | +26.6% | +22.3% | +4.4% | +14.9% |
| YTD | +12.3% | +6.5% | +5.8% | +6.8% |
| 1Y | +18.0% | +38.8% | -20.7% | -0.1% |
| 3Y | +47.0% | +115.9% | -68.9% | -7.8% |
| 5Y | +48.4% | +28.6% | +19.8% | -1.1% |
| 10Y | +142.4% | -2.5% | +145.0% | +31.6% |
| All | +800.4% | +143.9% | +656.5% | +93.6% |
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