+779.9%
PRU vs MTB
+485.8%
+294.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -1.8% |
| 7D | +2.4% | -1.3% | +3.7% | +3.7% |
| 30D | +6.1% | +0.5% | +5.6% | +5.7% |
| 3M | -0.7% | -12.4% | +11.7% | +11.0% |
| 6M | +22.1% | +1.5% | +20.6% | +20.0% |
| YTD | +9.8% | +10.3% | -0.5% | -0.1% |
| 1Y | +19.4% | +22.2% | -2.8% | -0.7% |
| 3Y | +50.4% | +96.9% | -46.6% | -20.2% |
| 5Y | +37.2% | +64.3% | -27.1% | -21.5% |
| 10Y | +119.5% | +137.8% | -18.3% | -15.2% |
| All | +779.9% | +485.8% | +294.1% | +43.9% |
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