+92.4%
MTUM vs PRU
+56.1%
+36.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.9% |
| 7D | +1.5% | -2.8% | +4.4% | +2.6% |
| 30D | -12.1% | +8.5% | -20.6% | -14.7% |
| 3M | -10.0% | +1.7% | -11.7% | -10.7% |
| 6M | -9.4% | +24.8% | -34.1% | -17.5% |
| YTD | +11.1% | +13.3% | -2.2% | +4.9% |
| 1Y | +10.8% | +21.4% | -10.6% | +1.3% |
| All | +92.4% | +56.1% | +36.3% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling