+629.5%
PRU vs MOH
+1,302.1%
-672.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | +0.1% | -1.6% |
| 7D | +1.9% | -3.3% | +5.2% | +2.8% |
| 30D | -0.4% | -0.1% | -0.4% | -0.5% |
| 3M | +16.4% | -1.1% | +17.5% | +16.0% |
| 6M | +26.0% | +35.9% | -9.8% | +13.9% |
| YTD | +9.9% | +13.1% | -3.2% | +2.2% |
| 1Y | +18.8% | +11.8% | +6.9% | +9.5% |
| 3Y | +45.4% | -38.7% | +84.1% | +49.1% |
| 5Y | +45.6% | -25.1% | +70.7% | +37.4% |
| 10Y | +139.6% | +243.8% | -104.2% | +26.7% |
| All | +629.5% | +1,302.1% | -672.6% | +99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling