+803.6%
PRU vs M
+158.2%
+645.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.9% | +2.6% | -1.0% |
| 7D | +4.8% | -2.1% | +6.9% | +5.7% |
| 30D | +7.9% | +7.7% | +0.2% | +4.6% |
| 3M | +3.1% | -4.4% | +7.5% | +4.3% |
| 6M | +25.2% | +27.5% | -2.3% | +11.6% |
| YTD | +12.7% | +12.8% | 0.0% | +4.3% |
| 1Y | +23.5% | +20.7% | +2.8% | +10.7% |
| 3Y | +50.6% | +111.3% | -60.7% | -4.6% |
| 5Y | +40.9% | -6.3% | +47.2% | +10.7% |
| 10Y | +125.5% | +1.5% | +124.0% | +20.6% |
| All | +803.6% | +158.2% | +645.4% | +89.1% |
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