+145.5%
MO vs PRU
+56.8%
+88.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.9% |
| 7D | +3.3% | +3.6% | -0.3% | +3.1% |
| 30D | +7.5% | +8.9% | -1.3% | +7.0% |
| 3M | +22.8% | +0.2% | +22.6% | +22.6% |
| 6M | +13.4% | +23.7% | -10.4% | +12.2% |
| YTD | +43.0% | +13.7% | +29.2% | +42.1% |
| 1Y | +45.2% | +20.6% | +24.6% | +43.7% |
| 3Y | +145.5% | +56.3% | +89.2% | +129.3% |
| All | +145.5% | +56.8% | +88.8% | +129.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling