+889.0%
MSFT vs PRU
+115.4%
+773.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.1% |
| 7D | +1.7% | +2.4% | -0.7% | +0.9% |
| 30D | +0.2% | +6.1% | -6.0% | -1.9% |
| 3M | +6.4% | -0.7% | +7.1% | +6.5% |
| 6M | +28.7% | +22.1% | +6.6% | +19.8% |
| YTD | +10.4% | +9.8% | +0.6% | +6.1% |
| 1Y | +7.6% | +19.4% | -11.7% | +0.2% |
| 3Y | +52.3% | +50.4% | +1.9% | +28.2% |
| 5Y | +64.5% | +37.2% | +27.4% | +41.7% |
| All | +889.0% | +115.4% | +773.6% | +659.5% |
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 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