+635.4%
MS vs PRU
+840.8%
-205.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.6% | -2.3% | -0.7% |
| 7D | +2.6% | +9.8% | -7.1% | -4.3% |
| 30D | +2.6% | +11.6% | -9.0% | -5.7% |
| 3M | -10.1% | +3.7% | -13.8% | -12.9% |
| 6M | +4.4% | +33.0% | -28.6% | -16.4% |
| YTD | +11.7% | +16.6% | -4.8% | -1.7% |
| 1Y | +20.9% | +26.9% | -6.0% | -0.3% |
| 3Y | +177.1% | +55.7% | +121.4% | +94.5% |
| 5Y | +127.7% | +44.5% | +83.2% | +67.0% |
| 10Y | +684.1% | +133.1% | +550.9% | +275.9% |
| All | +635.4% | +840.8% | -205.4% | -14.4% |
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