+800.6%
PRU vs MDY
+907.8%
-107.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.2% | -0.8% | -1.8% |
| 7D | +3.2% | +0.7% | +2.5% | +2.1% |
| 30D | +7.9% | +1.3% | +6.6% | +5.9% |
| 3M | +1.8% | -4.1% | +5.9% | +7.3% |
| 6M | +24.1% | +1.0% | +23.1% | +21.5% |
| YTD | +12.4% | +13.3% | -0.9% | -6.2% |
| 1Y | +20.9% | +15.7% | +5.2% | -2.1% |
| 3Y | +55.5% | +59.6% | -4.1% | -20.2% |
| 5Y | +42.7% | +36.3% | +6.3% | -11.7% |
| 10Y | +106.1% | +173.6% | -67.5% | -50.0% |
| All | +800.6% | +907.8% | -107.2% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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