+45.4%
MSFT vs PRU
+56.1%
-10.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.0% | -2.2% |
| 7D | -6.2% | -2.8% | -3.4% | -5.5% |
| 30D | -3.7% | +8.5% | -12.2% | -5.8% |
| 3M | +3.6% | +1.7% | +1.9% | +3.1% |
| 6M | +26.8% | +24.8% | +2.0% | +19.6% |
| YTD | +8.4% | +13.3% | -4.8% | +4.5% |
| 1Y | +3.3% | +21.4% | -18.1% | -2.7% |
| All | +45.4% | +56.1% | -10.7% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling