+753.4%
MOD vs PRU
+36.1%
+717.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.6% | +8.3% | +7.8% |
| 7D | -25.5% | +2.4% | -27.9% | -28.4% |
| 30D | -49.0% | +6.1% | -55.1% | -52.8% |
| 3M | -49.8% | -0.7% | -49.1% | -50.7% |
| 6M | -64.8% | +22.1% | -86.8% | -71.6% |
| YTD | -27.6% | +9.8% | -37.4% | -36.3% |
| 1Y | -35.2% | +19.4% | -54.6% | -47.1% |
| 3Y | +137.1% | +50.4% | +86.8% | +55.5% |
| All | +753.4% | +36.1% | +717.3% | +490.1% |
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