+30.2%
MGY vs PRU
+42.2%
-12.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +2.0% |
| 7D | +1.5% | -1.9% | +3.4% | +2.3% |
| 30D | +6.8% | -2.6% | +9.4% | +7.9% |
| 3M | +2.6% | +14.7% | -12.1% | -4.9% |
| 6M | -3.1% | +25.7% | -28.8% | -15.3% |
| YTD | +29.4% | +8.3% | +21.1% | +22.9% |
| 1Y | +22.3% | +17.3% | +5.0% | +9.6% |
| All | +30.2% | +42.2% | -12.0% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling