+136.2%
PRU vs MOH
+264.4%
-128.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.3% | +0.3% |
| 7D | -2.3% | +1.7% | -4.0% | -2.6% |
| 30D | -1.7% | -0.9% | -0.8% | -1.6% |
| 3M | +13.2% | +5.7% | +7.5% | +11.7% |
| 6M | +28.8% | +39.1% | -10.3% | +20.2% |
| YTD | +9.8% | +17.7% | -7.9% | +4.2% |
| 1Y | +17.4% | +8.4% | +9.0% | +12.4% |
| 3Y | +44.9% | -36.6% | +81.5% | +48.2% |
| 5Y | +46.6% | -19.1% | +65.7% | +38.2% |
| All | +136.2% | +264.4% | -128.2% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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