+12.2%
PCAR vs PRU
+27.9%
-15.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.6% | -2.5% | +1.4% |
| 7D | +3.7% | +9.8% | -6.1% | -0.2% |
| 30D | -2.9% | +11.6% | -14.5% | -7.1% |
| 3M | -21.7% | +3.7% | -25.4% | -23.0% |
| 6M | -6.6% | +33.0% | -39.6% | -15.4% |
| YTD | -2.2% | +16.6% | -18.8% | -7.9% |
| 1Y | +12.2% | +26.9% | -14.7% | -1.7% |
| All | +12.2% | +27.9% | -15.6% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling