+294.0%
PCAR vs PRU
+115.4%
+178.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.2% | -1.1% |
| 7D | +0.1% | +2.4% | -2.3% | -1.1% |
| 30D | -4.6% | +6.1% | -10.7% | -7.4% |
| 3M | -22.6% | -0.7% | -21.8% | -22.4% |
| 6M | -12.0% | +22.1% | -34.0% | -20.4% |
| YTD | -6.1% | +9.8% | -15.9% | -11.1% |
| 1Y | +6.3% | +19.4% | -13.0% | -3.4% |
| 3Y | +31.8% | +50.4% | -18.6% | +5.9% |
| 5Y | +104.2% | +37.2% | +67.0% | +69.1% |
| All | +294.0% | +115.4% | +178.6% | +136.0% |
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