+54.6%
MTUM vs PRU
+42.7%
+11.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.9% |
| 7D | +1.5% | -2.8% | +4.4% | +2.8% |
| 30D | -12.1% | +8.5% | -20.6% | -15.1% |
| 3M | -10.0% | +1.7% | -11.7% | -10.9% |
| 6M | -9.4% | +24.8% | -34.1% | -18.3% |
| YTD | +11.1% | +13.3% | -2.2% | +4.2% |
| 1Y | +10.8% | +21.4% | -10.6% | +0.5% |
| 3Y | +92.9% | +54.8% | +38.2% | +53.4% |
| All | +54.6% | +42.7% | +11.9% | +27.9% |
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