+97.2%
MO vs PRU
+45.5%
+51.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | -0.7% |
| 7D | -2.0% | +1.9% | -3.9% | -2.3% |
| 30D | -0.3% | -0.4% | +0.2% | -0.2% |
| 3M | -2.9% | +16.4% | -19.4% | -5.3% |
| 6M | +5.8% | +26.0% | -20.3% | +1.8% |
| YTD | +22.0% | +9.9% | +12.1% | +19.9% |
| 1Y | +10.7% | +18.8% | -8.1% | +7.1% |
| 3Y | +94.4% | +45.4% | +49.0% | +75.1% |
| 5Y | +97.2% | +45.6% | +51.6% | +73.4% |
| All | +97.2% | +45.5% | +51.7% | +73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling