+364.4%
PCAR vs PRU
+142.7%
+221.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.6% |
| 7D | -0.5% | +1.9% | -2.4% | -1.4% |
| 30D | -6.2% | +2.7% | -9.0% | -7.5% |
| 3M | +5.9% | +19.5% | -13.6% | -3.1% |
| 6M | +0.4% | +26.6% | -26.2% | -10.9% |
| YTD | +14.8% | +12.3% | +2.5% | +7.6% |
| 1Y | +30.1% | +18.0% | +12.1% | +18.8% |
| 3Y | +66.7% | +47.0% | +19.6% | +35.4% |
| 5Y | +166.1% | +48.4% | +117.7% | +112.5% |
| All | +364.4% | +142.7% | +221.8% | +163.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling