+809.8%
PRU vs MKC
+662.9%
+146.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +2.4% |
| 7D | +3.8% | -2.4% | +6.2% | +5.2% |
| 30D | +9.0% | +5.4% | +3.7% | +5.8% |
| 3M | +2.1% | -11.1% | +13.3% | +8.4% |
| 6M | +25.4% | -1.4% | +26.8% | +24.5% |
| YTD | +13.5% | -29.4% | +42.9% | +33.7% |
| 1Y | +21.3% | -24.7% | +46.1% | +37.3% |
| 3Y | +55.1% | -21.8% | +76.9% | +65.1% |
| 5Y | +43.6% | -36.0% | +79.6% | +64.7% |
| 10Y | +99.2% | +24.9% | +74.3% | +28.6% |
| All | +809.8% | +662.9% | +146.9% | +101.8% |
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