+176.7%
MGY vs PRU
+75.3%
+101.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.6% | +1.0% |
| 7D | +4.5% | +3.6% | +0.9% | +2.0% |
| 30D | -0.4% | +8.9% | -9.3% | -6.9% |
| 3M | -4.3% | +0.2% | -4.5% | -5.7% |
| 6M | -12.9% | +23.7% | -36.6% | -26.2% |
| YTD | +15.2% | +13.7% | +1.4% | +1.7% |
| 1Y | +10.3% | +20.6% | -10.3% | -6.7% |
| 3Y | +23.6% | +56.3% | -32.7% | -14.5% |
| 5Y | +35.7% | +42.3% | -6.6% | -1.5% |
| All | +176.7% | +75.3% | +101.4% | +58.1% |
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