+800.4%
PRU vs MTB
+545.2%
+255.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | +1.9% | +1.7% | +0.1% | +0.4% |
| 30D | +2.7% | -4.2% | +6.9% | +6.5% |
| 3M | +19.5% | +8.9% | +10.6% | +10.8% |
| 6M | +26.6% | +10.9% | +15.8% | +15.3% |
| YTD | +12.3% | +21.5% | -9.1% | -5.8% |
| 1Y | +18.0% | +21.9% | -3.9% | -1.6% |
| 3Y | +47.0% | +109.2% | -62.2% | -26.4% |
| 5Y | +48.4% | +102.0% | -53.5% | -29.6% |
| 10Y | +142.4% | +171.9% | -29.5% | -16.8% |
| All | +800.4% | +545.2% | +255.2% | +35.7% |
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