+16.6%
PRU vs MKTX
-10.5%
+27.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -3.8% | -0.2% | -3.7% | -3.8% |
| 30D | -2.0% | +0.8% | -2.8% | -2.0% |
| 3M | +14.0% | +41.1% | -27.2% | +14.8% |
| 6M | +27.2% | -9.5% | +36.8% | +25.6% |
| YTD | +9.1% | -8.7% | +17.8% | +7.5% |
| All | +16.6% | -10.5% | +27.1% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling