+111.2%
MO vs PRU
+135.5%
-24.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | -2.4% | -1.9% | -0.5% | -1.9% |
| 30D | +3.6% | -2.6% | +6.2% | +4.3% |
| 3M | -3.7% | +14.7% | -18.4% | -7.4% |
| 6M | +4.5% | +25.7% | -21.2% | -2.2% |
| YTD | +21.5% | +8.3% | +13.2% | +18.1% |
| 1Y | +9.5% | +17.3% | -7.8% | +3.8% |
| 3Y | +93.6% | +43.2% | +50.4% | +68.5% |
| 5Y | +97.5% | +43.5% | +54.0% | +68.5% |
| 10Y | +111.2% | +134.6% | -23.4% | +54.2% |
| All | +111.2% | +135.5% | -24.4% | +54.2% |
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 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