+55.1%
PRU vs MKC
-21.4%
+76.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.5% |
| 7D | +3.8% | -2.4% | +6.2% | +4.3% |
| 30D | +9.0% | +5.4% | +3.7% | +8.2% |
| 3M | +2.1% | -11.1% | +13.3% | +4.1% |
| 6M | +25.4% | -1.4% | +26.8% | +25.5% |
| YTD | +13.5% | -29.4% | +42.9% | +20.5% |
| 1Y | +21.3% | -24.7% | +46.1% | +26.6% |
| 3Y | +55.1% | -21.8% | +76.9% | +63.3% |
| All | +55.1% | -21.4% | +76.6% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling