+45.6%
PRU vs MKC
-33.2%
+78.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -2.1% |
| 7D | +1.9% | -4.3% | +6.3% | +2.8% |
| 30D | -0.4% | -2.0% | +1.6% | -0.1% |
| 3M | +16.4% | +10.0% | +6.4% | +14.0% |
| 6M | +26.0% | -18.5% | +44.6% | +31.2% |
| YTD | +9.9% | -22.4% | +32.3% | +15.4% |
| 1Y | +18.8% | -23.6% | +42.4% | +25.0% |
| 3Y | +45.3% | -30.4% | +75.8% | +56.0% |
| 5Y | +45.6% | -34.2% | +79.8% | +54.2% |
| All | +45.6% | -33.2% | +78.8% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling