+2,384.4%
MSFT vs PRU
+806.6%
+1,577.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.1% | -1.8% |
| 7D | -2.7% | +1.9% | -4.6% | -3.2% |
| 30D | +2.7% | +2.7% | 0.0% | +1.9% |
| 3M | +17.0% | +19.5% | -2.5% | +10.9% |
| 6M | +23.8% | +26.6% | -2.8% | +15.1% |
| YTD | +4.0% | +12.3% | -8.4% | -0.1% |
| 1Y | -0.8% | +18.0% | -18.9% | -6.3% |
| 3Y | +55.6% | +47.0% | +8.6% | +36.0% |
| 5Y | +72.9% | +48.4% | +24.5% | +49.5% |
| 10Y | +875.8% | +142.4% | +733.4% | +585.7% |
| All | +2,384.4% | +806.6% | +1,577.9% | +589.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling