+19.8%
MGY vs PRU
+56.1%
-36.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +2.6% | -2.8% | +5.4% | +3.7% |
| 30D | -2.0% | +8.5% | -10.5% | -6.0% |
| 3M | -7.8% | +1.7% | -9.6% | -9.1% |
| 6M | -13.9% | +24.8% | -38.7% | -23.9% |
| YTD | +11.6% | +13.3% | -1.7% | +3.4% |
| 1Y | +6.7% | +21.4% | -14.6% | -5.8% |
| All | +19.8% | +56.1% | -36.3% | -20.7% |
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