+3,065.0%
MO vs PRU
+816.1%
+2,249.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | -0.8% | +3.8% | -4.6% | -1.4% |
| 30D | +6.5% | +9.0% | -2.5% | +5.0% |
| 3M | +18.3% | +2.1% | +16.2% | +17.8% |
| 6M | +15.6% | +25.4% | -9.8% | +11.2% |
| YTD | +38.8% | +13.5% | +25.3% | +35.3% |
| 1Y | +41.6% | +21.3% | +20.3% | +36.5% |
| 3Y | +138.2% | +55.1% | +83.1% | +117.9% |
| 5Y | +150.5% | +43.6% | +106.9% | +130.2% |
| 10Y | +146.1% | +99.2% | +46.8% | +106.7% |
| All | +3,065.0% | +816.1% | +2,249.0% | +1,747.3% |
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 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