+591.7%
MS vs PRU
+809.8%
-218.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.3% | -2.7% | -3.5% |
| 7D | -3.4% | +4.8% | -8.2% | -6.7% |
| 30D | -3.9% | +7.9% | -11.8% | -9.4% |
| 3M | -15.9% | +3.1% | -19.0% | -18.1% |
| 6M | -2.5% | +25.2% | -27.7% | -18.2% |
| YTD | +5.1% | +12.7% | -7.6% | -5.1% |
| 1Y | +13.0% | +23.5% | -10.5% | -4.9% |
| 3Y | +160.7% | +50.6% | +110.1% | +87.7% |
| 5Y | +114.0% | +40.9% | +73.2% | +60.1% |
| 10Y | +637.5% | +125.5% | +512.0% | +262.8% |
| All | +591.7% | +809.8% | -218.1% | -17.4% |
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 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