+79.7%
MTUM vs PRU
+43.7%
+35.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.8% |
| 7D | +4.1% | -1.9% | +6.0% | +4.9% |
| 30D | +0.6% | -2.6% | +3.2% | +1.6% |
| 3M | -0.6% | +14.7% | -15.3% | -6.8% |
| 6M | +25.3% | +25.7% | -0.3% | +12.5% |
| YTD | +23.8% | +8.3% | +15.5% | +18.5% |
| 1Y | +25.4% | +17.3% | +8.1% | +15.4% |
| 3Y | +117.3% | +43.2% | +74.1% | +78.7% |
| 5Y | +79.7% | +43.5% | +36.2% | +45.2% |
| All | +79.7% | +43.7% | +35.9% | +45.2% |
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 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