+15,692.2%
MA vs PRU
+231.0%
+15,461.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -1.3% |
| 7D | +3.2% | +4.8% | -1.6% | +1.4% |
| 30D | +15.9% | +7.9% | +8.1% | +12.7% |
| 3M | +15.2% | +3.1% | +12.1% | +13.8% |
| 6M | +32.4% | +25.2% | +7.2% | +21.5% |
| YTD | +15.6% | +12.7% | +2.9% | +10.0% |
| 1Y | +19.3% | +23.5% | -4.2% | +9.6% |
| 3Y | +73.0% | +50.6% | +22.4% | +45.8% |
| 5Y | +93.7% | +40.9% | +52.9% | +66.2% |
| 10Y | +575.0% | +125.5% | +449.5% | +361.9% |
| All | +15,692.2% | +231.0% | +15,461.1% | +8,710.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling