+95.9%
PRU vs MKC
+24.3%
+71.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | 0.0% | -7.3% | +7.3% | +2.6% |
| 30D | +7.9% | +4.0% | +4.0% | +6.5% |
| 3M | +0.9% | -11.5% | +12.3% | +4.9% |
| 6M | +22.4% | +1.1% | +21.3% | +21.0% |
| YTD | +12.7% | -29.9% | +42.6% | +25.7% |
| 1Y | +19.6% | -27.0% | +46.6% | +31.2% |
| 3Y | +54.0% | -22.3% | +76.3% | +61.5% |
| 5Y | +41.0% | -36.0% | +77.0% | +55.1% |
| All | +95.9% | +24.3% | +71.6% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling