+800.6%
PRU vs MTB
+499.2%
+301.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.1% | +0.4% |
| 7D | +3.2% | -0.8% | +3.9% | +3.9% |
| 30D | +7.9% | +2.4% | +5.5% | +5.8% |
| 3M | +1.8% | -10.5% | +12.3% | +11.8% |
| 6M | +24.1% | +6.4% | +17.7% | +17.2% |
| YTD | +12.4% | +12.8% | -0.5% | +0.3% |
| 1Y | +20.9% | +23.3% | -2.4% | -0.1% |
| 3Y | +55.5% | +108.2% | -52.8% | -21.3% |
| 5Y | +42.7% | +68.6% | -25.9% | -20.1% |
| 10Y | +106.1% | +125.3% | -19.1% | -16.2% |
| All | +800.6% | +499.2% | +301.4% | +44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling