+199.8%
MGY vs PRU
+73.1%
+126.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -0.9% |
| 7D | +2.1% | +1.9% | +0.2% | +0.7% |
| 30D | +13.8% | +2.7% | +11.1% | +11.5% |
| 3M | -4.3% | +19.5% | -23.7% | -15.9% |
| 6M | -5.1% | +26.6% | -31.7% | -20.7% |
| YTD | +24.8% | +12.3% | +12.5% | +12.3% |
| 1Y | +11.8% | +18.0% | -6.2% | -3.2% |
| 3Y | +23.5% | +47.0% | -23.5% | -10.1% |
| 5Y | +87.5% | +48.4% | +39.1% | +33.3% |
| All | +199.8% | +73.1% | +126.6% | +74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling