+803.3%
PRU vs MTCH
+579.6%
+223.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | 0.0% | +6.7% | -6.7% | -2.0% |
| 30D | +7.9% | -1.4% | +9.3% | +8.1% |
| 3M | +0.9% | +14.8% | -13.9% | -3.7% |
| 6M | +22.4% | +19.4% | +3.0% | +14.9% |
| YTD | +12.7% | +32.3% | -19.6% | +2.0% |
| 1Y | +19.6% | +29.5% | -9.9% | +8.9% |
| 3Y | +54.0% | +47.2% | +6.8% | +30.4% |
| 5Y | +41.0% | -70.2% | +111.3% | +82.8% |
| 10Y | +97.4% | +156.0% | -58.6% | -5.6% |
| All | +803.3% | +579.6% | +223.6% | +107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling