+311.3%
MTUM vs PRU
+99.2%
+212.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.3% |
| 7D | +6.6% | +3.6% | +3.0% | +5.3% |
| 30D | -10.8% | +8.9% | -19.7% | -13.7% |
| 3M | -13.8% | +0.2% | -14.0% | -14.1% |
| 6M | -10.7% | +23.7% | -34.4% | -18.1% |
| YTD | +9.1% | +13.7% | -4.7% | +2.9% |
| 1Y | +11.4% | +20.6% | -9.2% | +2.7% |
| 3Y | +88.8% | +56.3% | +32.5% | +56.5% |
| 5Y | +51.7% | +42.3% | +9.4% | +28.6% |
| All | +311.3% | +99.2% | +212.1% | +193.2% |
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