-70.3%
MRNA vs PRU
+43.7%
-114.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -2.7% |
| 7D | -10.1% | -1.9% | -8.2% | -9.3% |
| 30D | +126.7% | -2.6% | +129.3% | +127.7% |
| 3M | +184.1% | +14.7% | +169.4% | +161.0% |
| 6M | +143.3% | +25.7% | +117.6% | +112.0% |
| YTD | +359.9% | +8.3% | +351.6% | +331.5% |
| 1Y | +454.2% | +17.3% | +436.9% | +395.7% |
| 3Y | +26.0% | +43.2% | -17.2% | +1.3% |
| 5Y | -70.3% | +43.5% | -113.8% | -74.9% |
| All | -70.3% | +43.7% | -114.0% | -74.9% |
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