+569.6%
MA vs PRU
+102.7%
+466.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -1.8% | -2.8% | +1.1% | -0.4% |
| 30D | +11.0% | +8.5% | +2.5% | +6.6% |
| 3M | +17.9% | +1.7% | +16.1% | +16.7% |
| 6M | +33.2% | +24.8% | +8.4% | +19.0% |
| YTD | +16.5% | +13.3% | +3.2% | +8.6% |
| 1Y | +19.1% | +21.4% | -2.3% | +7.2% |
| 3Y | +70.6% | +54.8% | +15.8% | +32.8% |
| 5Y | +92.1% | +42.4% | +49.7% | +53.9% |
| 10Y | +569.6% | +98.4% | +471.1% | +297.8% |
| All | +569.6% | +102.7% | +466.9% | +297.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 10y: compounded portfolio wealth divided by compounded PRU 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…
10y analysis · Full analysis span regression · 6 months rolling