+55.5%
OMC vs PRU
+115.4%
-59.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +1.2% |
| 7D | +5.4% | +3.2% | +2.2% | +3.6% |
| 30D | +15.7% | +7.9% | +7.8% | +11.2% |
| 3M | +4.9% | +1.8% | +3.1% | +3.8% |
| 6M | +17.3% | +24.1% | -6.9% | +4.8% |
| YTD | +13.0% | +12.4% | +0.7% | +5.8% |
| 1Y | +24.1% | +20.9% | +3.2% | +11.8% |
| 3Y | +31.2% | +55.5% | -24.2% | +2.3% |
| 5Y | +53.4% | +42.7% | +10.7% | +23.2% |
| 10Y | +55.5% | +106.1% | -50.6% | -2.5% |
| All | +55.5% | +115.4% | -59.9% | -2.5% |
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