+276.0%
OMC vs PRU
+785.9%
-510.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | +0.1% |
| 7D | +6.3% | +2.4% | +3.9% | +5.4% |
| 30D | +15.4% | +6.1% | +9.2% | +13.1% |
| 3M | +5.8% | -0.7% | +6.5% | +6.0% |
| 6M | +14.7% | +22.1% | -7.4% | +7.2% |
| YTD | +10.3% | +9.8% | +0.5% | +6.6% |
| 1Y | +23.2% | +19.4% | +3.9% | +15.8% |
| 3Y | +24.6% | +50.4% | -25.8% | +7.9% |
| 5Y | +50.1% | +37.2% | +12.9% | +33.3% |
| 10Y | +54.3% | +119.5% | -65.3% | +13.5% |
| All | +276.0% | +785.9% | -510.0% | +13.8% |
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 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