+852.0%
MOD vs PRU
+121.2%
+730.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.3% | -4.0% | -4.7% |
| 7D | -34.2% | +4.8% | -38.9% | -37.6% |
| 30D | -51.9% | +7.9% | -59.7% | -55.7% |
| 3M | -53.0% | +3.1% | -56.1% | -55.2% |
| 6M | -66.4% | +25.2% | -91.6% | -72.8% |
| YTD | -31.5% | +12.7% | -44.3% | -40.1% |
| 1Y | -39.6% | +23.5% | -63.0% | -50.8% |
| 3Y | +116.8% | +50.6% | +66.2% | +51.3% |
| 5Y | +713.8% | +40.9% | +672.9% | +497.9% |
| All | +852.0% | +121.2% | +730.8% | +420.7% |
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 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