+210.4%
MGY vs PRU
+69.2%
+141.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | -0.3% |
| 7D | +3.5% | -2.3% | +5.8% | +5.1% |
| 30D | +5.3% | -1.7% | +7.0% | +6.1% |
| 3M | +2.6% | +13.2% | -10.6% | -6.5% |
| 6M | -3.3% | +28.8% | -32.1% | -20.3% |
| YTD | +29.2% | +9.8% | +19.4% | +18.0% |
| 1Y | +18.0% | +17.4% | +0.7% | +2.4% |
| 3Y | +30.0% | +44.9% | -14.9% | -4.5% |
| 5Y | +92.7% | +46.6% | +46.0% | +38.0% |
| All | +210.4% | +69.2% | +141.2% | +83.5% |
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