+915.1%
MSFT vs PRU
+99.2%
+815.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | -0.2% |
| 7D | -1.3% | +3.6% | -4.9% | -2.5% |
| 30D | -1.8% | +8.9% | -10.7% | -4.8% |
| 3M | +5.6% | +0.2% | +5.5% | +5.5% |
| 6M | +29.8% | +23.7% | +6.1% | +20.2% |
| YTD | +9.0% | +13.7% | -4.7% | +3.4% |
| 1Y | +4.9% | +20.6% | -15.7% | -2.7% |
| 3Y | +46.2% | +56.3% | -10.1% | +21.2% |
| 5Y | +62.1% | +42.3% | +19.8% | +37.5% |
| All | +915.1% | +99.2% | +815.9% | +629.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling