+720.5%
MS vs PRU
+806.6%
-86.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +1.0% |
| 7D | +1.4% | +1.9% | -0.5% | -0.1% |
| 30D | -0.3% | +2.7% | -3.0% | -2.3% |
| 3M | +0.3% | +19.5% | -19.2% | -12.7% |
| 6M | +31.3% | +26.6% | +4.7% | +9.2% |
| YTD | +24.7% | +12.3% | +12.3% | +13.1% |
| 1Y | +47.9% | +18.0% | +29.9% | +28.9% |
| 3Y | +178.3% | +47.0% | +131.3% | +104.7% |
| 5Y | +144.9% | +48.4% | +96.5% | +76.3% |
| 10Y | +804.5% | +142.4% | +662.1% | +322.0% |
| All | +720.5% | +806.6% | -86.1% | -1.5% |
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