+1,604.6%
MOD vs PRU
+142.7%
+1,461.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +5.1% |
| 7D | +9.6% | +1.9% | +7.7% | +7.9% |
| 30D | 0.0% | +2.7% | -2.7% | -2.2% |
| 3M | -35.4% | +19.5% | -54.8% | -44.6% |
| 6M | -7.3% | +26.6% | -33.9% | -24.2% |
| YTD | +45.8% | +12.3% | +33.5% | +30.5% |
| 1Y | +43.1% | +18.0% | +25.1% | +22.8% |
| 3Y | +297.7% | +47.0% | +250.7% | +189.8% |
| 5Y | +1,478.8% | +48.4% | +1,430.3% | +1,036.6% |
| All | +1,604.6% | +142.7% | +1,461.9% | +769.8% |
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