+807.9%
PRU vs MKC
+666.5%
+141.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.5% |
| 7D | -2.8% | -7.0% | +4.2% | +1.1% |
| 30D | +8.5% | +4.1% | +4.4% | +6.0% |
| 3M | +1.7% | -10.3% | +12.1% | +7.4% |
| 6M | +24.8% | +1.7% | +23.1% | +21.8% |
| YTD | +13.3% | -29.1% | +42.4% | +33.1% |
| 1Y | +21.4% | -26.0% | +47.4% | +38.8% |
| 3Y | +54.8% | -21.5% | +76.2% | +64.3% |
| 5Y | +42.4% | -35.0% | +77.4% | +61.8% |
| 10Y | +98.4% | +25.6% | +72.9% | +27.7% |
| All | +807.9% | +666.5% | +141.4% | +100.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling