+3,043.1%
MO vs PRU
+806.8%
+2,236.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.8% |
| 7D | -1.8% | +3.2% | -4.9% | -2.3% |
| 30D | +5.8% | +7.9% | -2.2% | +4.4% |
| 3M | +12.7% | +1.8% | +10.9% | +12.3% |
| 6M | +14.8% | +24.1% | -9.4% | +10.6% |
| YTD | +37.8% | +12.4% | +25.5% | +34.6% |
| 1Y | +39.5% | +20.9% | +18.6% | +34.5% |
| 3Y | +136.1% | +55.5% | +80.6% | +115.8% |
| 5Y | +148.5% | +42.7% | +105.9% | +128.6% |
| 10Y | +135.5% | +106.1% | +29.4% | +97.0% |
| All | +3,043.1% | +806.8% | +2,236.3% | +1,737.6% |
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