+45.7%
PRU vs MOH
-23.8%
+69.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +0.5% |
| 7D | -3.8% | -1.3% | -2.5% | -3.7% |
| 30D | -2.0% | +3.0% | -5.0% | -2.2% |
| 3M | +14.0% | +1.2% | +12.7% | +13.7% |
| 6M | +27.2% | +41.7% | -14.5% | +23.4% |
| YTD | +9.1% | +15.4% | -6.3% | +7.0% |
| 1Y | +18.1% | +11.8% | +6.3% | +15.8% |
| 3Y | +44.3% | -37.5% | +81.8% | +46.6% |
| 5Y | +45.7% | -20.6% | +66.4% | +36.7% |
| All | +45.7% | -23.8% | +69.5% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling