+138.1%
PRU vs MTB
+173.3%
-35.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.7% |
| 7D | +1.9% | +2.8% | -0.9% | -0.1% |
| 30D | -0.4% | -4.2% | +3.8% | +2.8% |
| 3M | +16.4% | +7.8% | +8.6% | +9.9% |
| 6M | +26.0% | +14.8% | +11.2% | +13.2% |
| YTD | +9.9% | +20.8% | -10.9% | -5.3% |
| 1Y | +18.8% | +23.1% | -4.3% | +0.6% |
| 3Y | +45.3% | +114.8% | -69.5% | -21.8% |
| 5Y | +45.6% | +103.3% | -57.7% | -24.6% |
| All | +138.1% | +173.3% | -35.2% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling