+803.3%
PRU vs MDY
+900.3%
-97.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +1.1% |
| 7D | 0.0% | +3.0% | -3.1% | -4.0% |
| 30D | +7.9% | +0.8% | +7.1% | +6.6% |
| 3M | +0.9% | -5.1% | +6.0% | +7.9% |
| 6M | +22.4% | +1.2% | +21.2% | +19.5% |
| YTD | +12.7% | +12.5% | +0.2% | -5.0% |
| 1Y | +19.6% | +13.8% | +5.8% | -0.9% |
| 3Y | +54.0% | +56.4% | -2.5% | -18.9% |
| 5Y | +41.0% | +35.3% | +5.7% | -11.9% |
| 10Y | +97.4% | +167.7% | -70.3% | -50.6% |
| All | +803.3% | +900.3% | -97.0% | -52.2% |
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