+48.5%
PRU vs MTB
+101.8%
-53.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | +1.9% | +1.7% | +0.1% | +0.9% |
| 30D | +2.7% | -4.2% | +6.9% | +5.3% |
| 3M | +19.5% | +8.9% | +10.6% | +13.6% |
| 6M | +26.6% | +10.9% | +15.8% | +18.9% |
| YTD | +12.3% | +21.5% | -9.1% | -0.2% |
| 1Y | +18.0% | +21.9% | -3.9% | +4.6% |
| 3Y | +47.0% | +109.2% | -62.2% | -4.3% |
| All | +48.5% | +101.8% | -53.3% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling