0.0%
MSFT vs PRU
+19.3%
-19.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.9% |
| 7D | -1.4% | +1.9% | -3.3% | -1.6% |
| 30D | -1.0% | -0.4% | -0.6% | -0.9% |
| 3M | +20.2% | +16.4% | +3.8% | +19.6% |
| 6M | +21.3% | +26.0% | -4.8% | +20.0% |
| YTD | +2.8% | +9.9% | -7.1% | +0.6% |
| 1Y | 0.0% | +18.8% | -18.8% | -1.5% |
| All | 0.0% | +19.3% | -19.3% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling