+45.7%
PRU vs MTCH
-72.5%
+118.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.6% |
| 7D | -3.8% | -1.4% | -2.4% | -3.5% |
| 30D | -2.0% | +13.6% | -15.7% | -4.7% |
| 3M | +14.0% | +22.4% | -8.4% | +8.8% |
| 6M | +27.2% | +37.2% | -9.9% | +18.3% |
| YTD | +9.1% | +31.8% | -22.7% | +2.1% |
| 1Y | +18.1% | +12.9% | +5.2% | +14.0% |
| 3Y | +44.3% | -1.1% | +45.4% | +39.5% |
| 5Y | +45.7% | -73.5% | +119.2% | +69.8% |
| All | +45.7% | -72.5% | +118.2% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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