+19.1%
PRU vs MUZ
-39.6%
+58.6%
-9.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -12.8% | +15.1% | +2.6% |
| 7D | +3.2% | +14.0% | -10.8% | +2.7% |
| 30D | +7.9% | +57.6% | -49.7% | +6.7% |
| 3M | +1.8% | -3.1% | +4.9% | +1.3% |
| All | +19.1% | -39.6% | +58.6% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MUZ.
Daily Out/Under-Performance
Portfolio return minus MUZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUZ 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 1y: compounded portfolio wealth divided by compounded MUZ 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…
1y analysis · Full analysis span regression · Available span rolling