+2,710.9%
MO vs PRU
+806.6%
+1,904.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | +0.3% | +1.9% | -1.5% | 0.0% |
| 30D | +0.6% | +2.7% | -2.1% | +0.2% |
| 3M | -1.0% | +19.5% | -20.4% | -3.9% |
| 6M | +4.3% | +26.6% | -22.3% | +0.1% |
| YTD | +23.3% | +12.3% | +10.9% | +20.5% |
| 1Y | +10.5% | +18.0% | -7.6% | +6.9% |
| 3Y | +96.3% | +47.0% | +49.2% | +81.1% |
| 5Y | +98.9% | +48.4% | +50.5% | +81.8% |
| 10Y | +103.6% | +142.4% | -38.8% | +66.6% |
| All | +2,710.9% | +806.6% | +1,904.3% | +1,544.2% |
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