+134.6%
PRU vs MKC
+26.7%
+107.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.2% |
| 7D | -1.9% | -4.3% | +2.4% | -0.4% |
| 30D | -2.6% | -3.1% | +0.5% | -1.6% |
| 3M | +14.7% | +6.8% | +7.9% | +11.7% |
| 6M | +25.7% | -18.3% | +44.0% | +33.9% |
| YTD | +8.3% | -23.1% | +31.3% | +17.1% |
| 1Y | +17.3% | -23.7% | +41.0% | +26.8% |
| 3Y | +43.2% | -31.0% | +74.2% | +58.7% |
| 5Y | +43.5% | -33.5% | +77.0% | +57.2% |
| 10Y | +134.6% | +30.3% | +104.3% | +114.1% |
| All | +134.6% | +26.7% | +107.9% | +114.1% |
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