+92.1%
MGY vs PRU
+43.7%
+48.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +2.2% |
| 7D | +1.5% | -1.9% | +3.4% | +2.5% |
| 30D | +6.8% | -2.6% | +9.4% | +8.2% |
| 3M | +2.6% | +14.7% | -12.1% | -6.5% |
| 6M | -3.1% | +25.7% | -28.8% | -17.5% |
| YTD | +29.4% | +8.3% | +21.1% | +20.7% |
| 1Y | +22.3% | +17.3% | +5.0% | +7.4% |
| 3Y | +26.6% | +43.2% | -16.6% | -5.5% |
| 5Y | +92.1% | +43.5% | +48.6% | +33.7% |
| All | +92.1% | +43.7% | +48.4% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling