+45.4%
PRU vs MKC
-29.9%
+75.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -2.1% |
| 7D | +1.9% | -4.3% | +6.3% | +2.7% |
| 30D | -0.4% | -2.0% | +1.6% | -0.1% |
| 3M | +16.4% | +10.0% | +6.4% | +14.4% |
| 6M | +26.0% | -18.5% | +44.6% | +30.5% |
| YTD | +9.9% | -22.4% | +32.3% | +14.9% |
| 1Y | +18.8% | -23.6% | +42.4% | +24.5% |
| 3Y | +45.4% | -30.4% | +75.8% | +56.3% |
| All | +45.4% | -29.9% | +75.2% | +56.3% |
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