+256.0%
OMC vs PRU
+806.6%
-550.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.2% |
| 7D | -6.4% | +1.9% | -8.3% | -7.0% |
| 30D | +1.1% | +2.7% | -1.6% | +0.2% |
| 3M | +10.4% | +19.5% | -9.1% | +4.0% |
| 6M | -1.7% | +26.6% | -28.3% | -9.3% |
| YTD | +4.4% | +12.3% | -7.9% | +0.2% |
| 1Y | +8.4% | +18.0% | -9.6% | +2.2% |
| 3Y | +14.4% | +47.0% | -32.6% | -0.3% |
| 5Y | +33.9% | +48.4% | -14.6% | +15.8% |
| 10Y | +34.9% | +142.4% | -107.6% | -3.8% |
| All | +256.0% | +806.6% | -550.6% | +6.9% |
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