+52.3%
MSFT vs PRU
+46.4%
+5.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.2% |
| 7D | +1.7% | +2.4% | -0.7% | +1.1% |
| 30D | +0.2% | +6.1% | -6.0% | -1.4% |
| 3M | +6.4% | -0.7% | +7.1% | +6.6% |
| 6M | +28.7% | +22.1% | +6.6% | +22.2% |
| YTD | +10.4% | +9.8% | +0.6% | +7.4% |
| 1Y | +7.6% | +19.4% | -11.7% | +1.9% |
| 3Y | +52.3% | +50.4% | +1.9% | +39.8% |
| All | +52.3% | +46.4% | +5.9% | +39.8% |
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