+467.0%
MOD vs PRU
+840.8%
-373.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +6.6% | -28.0% | -25.5% |
| 7D | -31.3% | +9.8% | -41.1% | -36.1% |
| 30D | -46.1% | +11.6% | -57.7% | -50.6% |
| 3M | -51.1% | +3.7% | -54.8% | -53.1% |
| 6M | -62.1% | +33.0% | -95.0% | -69.1% |
| YTD | -26.2% | +16.6% | -42.8% | -34.9% |
| 1Y | -32.6% | +26.9% | -59.5% | -43.5% |
| 3Y | +133.8% | +55.7% | +78.1% | +74.1% |
| 5Y | +792.8% | +44.5% | +748.2% | +602.2% |
| 10Y | +959.8% | +133.1% | +826.7% | +515.9% |
| All | +467.0% | +840.8% | -373.8% | +4.4% |
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